A $290 million interest rate swap has a remaining life of 10 months. Under the terms of the swap, six-month LIBOR is exchanged for 5.0% per annum (compounded semiannually). Six- month LIBOR forward rates for all maturities are 4.0% (with semiannual compounding). The six-month LIBOR rate was 2.8% per annum two months ago. OIS rates for all maturities are 3.1% with continuous compounding. What is the current value of the swap to the party paying floating? What is its value to the party paying fixed? [CH7Q1V20] $4.57 and -$4.57 $1.815 and $1.815 $1.677 and -$1.677 $2.564 and $2.564