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A plain vanilla 2 - year interest rate swap with annual payments has a notional principal of $ 1 million. 1 month ( s )

A plain vanilla 2-year interest rate swap with annual payments has a notional principal
of $1 million. 1 month(s) into the swap, the term structure of interest rates is flat at
4.67%. The first floating-rate payment has already been set to 4.73%. The fixed
payments are 5.28%. What is the value of this swap? Round to the nearest dollar.
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