A corporation enters into a five$-$year interest rate swap with a swap bank in which it agrees to pay the swap bank a fixed rate of $10\mathrm{.}45$ percent annually on a notional amount of $15,000,000$ and receive six$-$month CME Term SOFR $+0\mathrm{.}5$ percent. As of the second reset date, determine the price of the swap from the corporation$$s viewpoint assuming that the fixed rate side of the swap has increased to $10\mathrm{.}95$ percent.