A $100 million interest rate swap has a remaining life of 10 months. Under the terms of the swap, six-month SOFR is exchanged for 7% per annum (compounded semiannually). The average of the bidoffer rate being exchanged for six-month SOFR in swaps of all maturities is currently 5% per annum with continuous compounding. The six-month SOFR rate was 4.6% per annum two months ago. What is the current value of the swap to the party paying floating? What is its