9) Company XYZ enters into a 1 year, $40,000,000 notional amount, pay fixed/receive floating swap with Bank B. Payments are made every six months based on 30 days per month. o Now calculate the value of the swap 90 days later using the following term structure of LIBOR: L(90) = 3.5% and L(270) = 3.75%. Round to 4 decimals (there is nothing missing information)