An FRA entered into some time ago states that a company will receive $6\mathrm{.}2\%($s$.$a$.)$ and pay LIBOR on a principal of $$75$ million starting in $2$ years. Forward LIBOR for the period between $2$ and $2\mathrm{.}5$ years is $5\mathrm{.}8\%($s$.$a$.).$ The $2\mathrm{.}5$ year $($LIBOR$)$ risk$-$free rate is $4\mathrm{.}5\%$ with continuous compounding.

Calculate the value of FRA.