Consider a five-year maturity floating rate bond with a coupon rate of LIBOR+3%. Suppose annual coupon payment frequency and $1,000 par value. The current one-year interest rate is 1%. At the end of the first, second, and third year, LIBOR is 2%, 3%, and 2.5%, respectively. What are the cash flows of this bond? Fill in the cash flow column of the below table.

Year	LIBOR	Cash flow
0	1%
1	2%
2	3%
3	2.5%

Please show work :)