A bank with total assets of $$271$ million and equity of $$31$ million has a leverage adjusted duration gap of $+0\mathrm{.}21$ years. One$-$year maturity notes are currently priced at par and are paying $4\mathrm{.}5$ percent annually. Two$-$year maturity notes are currently priced at par and are paying $5$ percent annually. The terms of a swap of $$100$ million notional value of liabilities' payments are $4\mathrm{.}95$ percent annual fixed payments in exchange for floating rate payments tied to the annual discount yield.

What are the expected end$-$of$-$year profits or losses if the bank hedges its interest rate risk exposure using the swap?