An investor has a $$1$ million notional swap that pays a floating rate based on $6-$month LIBOR and receives a $6\%$ fixed rate semi$-$annually. The swap has a remaining life of $15$ months with pay dates at $3,9,$ and $15$ months. Spot LIBOR rates are as follows: $3$ months at $5\mathrm{.}4\%$;$9$ months at $5\mathrm{.}6\%,$ and $15$ months at $5\mathrm{.}8\%.$ The LIBOR at the last payment date was $5\mathrm{.}0\%.$ Calculate the value of the swap to the fixed$-$rate receiver using the Forward Rate Agreement $($FRA$)$ methodology.

$[25]$