A three-year floating rate bond pays annual coupons of one-year Libor (set in arrears) and is floored at 3.000%. The Libor swap curve is as given in the below table (i.e, 1 year = 2.5000%, 2 year =3.000%, 3 year = 3.500%, respectively), and interest rate volatility is 10%. The amount is $100. Maturity (year) Par Rate (%) One Year Forward Rate (%) Spot Rate (%) 1 2.500 2.500 2 3.000 3.008 f(0,1) = 2.500 f(1,2) = 3.518 f(2,3) = 4.564 3 3.500 3.524 = The value of the floored floater is $ (Note: Round to the thousandths.)