a financial institution has agreed to pay 6-month LIBOR and receive 8% per annum on principal of $100 million. the swap has remaining life of 1.5 years. The LIBOR rates with continuous compounding for 3-month, 9-month, and 15-month maturities are 10%, 10.5% and 11%, respectively. The 6-month LIBOR rate at the last payment date was 10.2% ( with semiannual compounding). What is the value of swap to the financial institution? Please use bond valuation methods with continuos compounding