Find a value of a swap that has 10 months to maturity in which you pay 4% and receive LIBOR rate (all rates are annual rates with semi-annual compounding) on a nominal amount of $100,000,000. The next payment that you will receive is equal to $2,100,000 and 4-month and 10-month zero rates (continuously compounded) are 4.3% and 4.5% respectively