$2.$ Suppose Star and Moon agreed to the five$-$year, $3\mathrm{.}75\%/$LIBOR generic swap with a NP of $$500$ million described in Problem $2.$ However, suppose one year after agreeing to the swap, the Moon Company decides to close their swap when the fixed rate on new par value four$-$year swaps were at $4\%.$ How much would a swap dealer have to pay or charged to assume Moon$$s existing floating$-$payer$$s position on the $3\mathrm{.}75\%/$LIBOR generic swap with four years left to maturity and notional principal of $$500$ million? Assume the swaps make semi$-$annual net payments.