estion 2 10 points Save Answer A portfolio Manager entered a swap with a dealer. The swap's notional principalis 5100, payments are to be made seri-annually and the swap alam nating of payments. The deler agrees to pay a fixed annual rate of 4%, while the asset manager agrees to pay the rotum on SP500 index Tho SP500 index at the initiation is 200, if SP500 six months lator bms 170. how much would be the payment from the dealer to the asset manager should be for cash settlement? Note: You should use a positive number to represents the amount the dealor pays to the manager. You should use a negative number represents the amount that the dealer receives from the manager