Consider a swap with these features: maturity is five years, notional principal is \(\$ 100\) million, payments occur every six months, the fixed-rate payer pays a rate of \(9.05 \%\) and receives LIBOR, while the floating-rate payer pays LIBOR and receives \(9 \%\). Now, suppose that at a payment date, \(\mathrm{LOOR}\) is at \(6.5 \%\). What is each party's payment and receipt at that date?