问题详情

Consider a threes-year swap initiated on March 1,2003, in which company B agrees to pay company A an interest rate of 5% per annum on a notional principal of $100million and in return company A agrees to pay to company B the six-month LIBOR rate on the same notional principal. When the first exchange of payments took place on September 1,2003, company A would pay ______. (6-month LIBOR on March 1,2003 and on September 1,2003 are respectively 2% and 8% per annum.)
A．$2.1 million
B．$2.5million
C．$2.1467million
D．$102.1million请帮忙给出正确答案和分析，谢谢！