A company entered into a plain-vanilla interest rate swap in which it pays 6 month-LIBOR and receives a fixed rate with the following information: Original maturity of the swap: 3 years (or 36 months) Frequency: Semi-Annual Fixed rate: 6% (Semi-annual compounding) Notional Principal: $50 million Today (after 27 months), the OIS rate is 5.8% for all maturities, continuously compounding and the 6-month LIBOR rate is 5.9% for all maturities, while the 6-month LIBOR was 6.2% 3-month ago. All LIBOR rates are based on semi-annual compounding. Compute the value of the swap.