An interest rate swap has three years of remaining life. Payments are exchanged annually. Interest at 1.1% is paid and 12-month LIBOR is received. A exchange of payments has just taken place. The one-year, two-year and three-year LIBOR/swap zero rates are 3.6%, 4.4% and 5.4%. All rates an annually compounded. What is the value of the swap as a percentage of the principal when LIBOR discounting is used?

please dun round up, leave 10 sig. fig.

and show the steps, thanks!