Assuming you are the CFO of a swap dealer and your institution's about to enter into an interest rate swap agreement, you will receive Six months SOFR and pay fixed 3% per annum. ( with semiannual compounding) on a notional principle of 100 million. The swap has a remaining life of 1.25 years. The SOFR rate with continuous compounding for three months, nine months and 15 months maturity are 2.8%, 3.2% and three 3.4% respectively. The six months SOFR rate for the last payment date was 2.9%. what is value of this swap to your company. Please utilize the bond method as illustrated in class drew timeline show all your work also use excel and compare results.