Assume that the term structure of interest rates is flat in both the Eurozone and the United States. The Eurozone rate is $0\mathrm{.}5\%$ per annum and the US rate is $1\mathrm{.}5\%$ per annum $($both with continuous compounding$).$ A financial institution has entered into a currency swap in which it receives $2\%$ per annum in euros and pays $3\%$ per annum in dollars once a year. The principals in the two currencies are $$8$ million and $10$ million euros. The swap will last for another $2$ years, and the current exchange rate is $0\mathrm{.}9$ euros per $$1.$

Calculate the value of the swap assuming r$=1\mathrm{.}5\%$ and rf$=0\mathrm{.}5\%.$