Find the value of a swap agreement in which you receive floating LIBOR interest payment on $100M in exchange for 5% fixed rate payments. All interest rates are annual rates with semi- annual compounding. All payments are semi-annual with the last payment in 14 months (i.e., payments are at t=2/12, 8/12, and 14/12). The next floating-rate payment that you will receive in 2 months is equal to $2.6M. The LIBOR rates for 2, 8, and 14 months are 5.3%, 5.4%, and 5.5% respectively