Your firm is currently in an interest rate swap, paying 3.00% fixed, receiving LIBOR+0.25%. The payments are semi-annual. The nominal value is $500M. Below is the relevant term structure of LIBOR rates. The LIBOR rate 3 months ago was 0.0600. (a) Complete the following table by filling in the zero-coupon price of a $1 bond. (Enter your answer with 4 decimals, such as 0.9987.) LIBOR Rate Zero-coupon Price L(90) 0.0585 0.9856 L(270) 0.0555 0.9600 L(450) 0.0565 0.9340 L(630) 0.0565 0.9100 (b) What is the value of the fixed leg, based on a nominal value of $500,000,000? (Enter your answer in dollars, without the dollar sign, with 0 decimal, such as 2000000000.) (c) What is the value of the variable leg, based on a nominal value of $500,000,000? (Enter your answer in dollars, without the dollar sign, with 0 decimal, such as 2000000000.) (d) What is the value of the swap, based on a nominal value of $500,000,000? (Enter your answer in dollars, without the dollar sign, with 0 decimal, such as 2000000000; if value is negative, enter with a negative sign.)