(Answer with 4 digit after comma)

Samantha borrows $500 where the interest rate is reset annually to the one-year spot interest rate. The principal will only be paid at the end of year 5, meanwhile the interest will be paid at the end of each year. Samantha wants to enter into an interest rate swap where she pays a fixed rate and receives a variable rate. Current spot rates are: S1 1.5% S2 2.3% S3 3.7% S4 4.5% Ss 5.8% After one year since Samantha entered into the swap, its spot rates are: S1 3.8% S2 4.6% S3 5.5% S4 6.8% If Samantha wants to sell the swap, what is her swap market value