A company wants a swap where it pays semiannual payments at 6.8% per annum with semiannual compounding on a principal of $9 million for four years. The five-year swap rate with semiannual cash flows is 7.2% per annum with semiannual compounding. The OIS zero curve is flat at 6% per annum with continuous compounding. How much should a derivatives dealer charge the company?