6. Compute the value of the following swap from your side: . Notional principal =$100 million . Remaining life of the swap =9 months . You pay =8% fix (semi-annually paid coupons) . You receive =6-month Libor +1% (semi-annually paid coupons) . When the last payment took place the 6-month Libor was 6% Currently the zero coupon rate yield curve is (continuously compounded rate)