Jenny has a $1\mathrm{.}5-$year, interest only, variable rate loan of $$100,000.$ The loan charges interest at the $6-$month risk$-$free spot rate compounded semi$-$annually reset every six months in advance each year. Jenny won't make any payments on the loan until the end.Using the information below, compute the expected future interest payments on the loan at t $=(1)/(2),1,$ and $1(1)/(2)$: Price today of a $6-$month, zero$-$coupon, $$1,000$ face risk$-$free bond $=$ $$976\mathrm{.}80$ Effective Rate on a current $1-$year, zero coupon risk$-$free bond $=4\mathrm{.}20\%=$ EAR f$[1\mathrm{.}00,1\mathrm{.}50)=3\mathrm{.}00\%($the $6-$month risk$-$free, nominal annual forward rate in $1$ year compounded continuously$)$

Compute everything and give me the process pls$.$ Thank you!