A bank has hedged its fixed$-$rate mortgage book with an interest rate swap, where it pays fixed at $5\%$ and receives LIBOR semi$-$annually on a $$100$ million notional. There is $1\mathrm{.}75$ years left on the swap, and the last LIBOR rate set $3$ months ago at $4\mathrm{.}5\%($semi$-$annual compounding$).$ LIBOR rates for $3-$months, $9-$ months,$15-$months and $21-$ months are $4\mathrm{.}55\%,4\mathrm{.}60\%,4\mathrm{.}70\%$ and $4\mathrm{.}85\%($cont$.$ compounding$).$ The forward rates for $3-$months to $9-$months is $4\mathrm{.}65\%,9-$months to $15-$months is $4\mathrm{.}8\%$ and $15-$months to $21-$months is $4\mathrm{.}95\%($cont$.$ compounding$).$ Calculate the value of the swap to the bank using FRAs and LIBOR discounting.