22.12. Consider the swap in Example 22.2 (don't need this information.) Now, assume that the payments are made every six months. Zero coupon bond prices (maturing every six months are given in the following table)

Zero-Coupon Bond Prices

Compute the Value of this Swap

Time to maturity (in years)	Zero-coupon bond prices B(0, T)
0.5	B(0,0.5)	0.99
1.0	B(0,1.0	0.97
1.5	B(0,1.5)	0.95
2.0	B(0,2.0	0.93
2.5	B(0,2.5)	0.91
3.0	B(0,3.0	0.88