For all maturities, the US dollar (USD) interest rate is 13% per annum and the Australian dollar (AUD) rate is 15% per annum. The current value of the AUD is 0.54 USD. In a swap agreement, a financial institution pays 10% per annum in AUD and receives 8% per annum in USD. The principals in the two currencies are USD 15 milion and AUD 23 million. Payments are exchanged every year, with one exchange having just taken place. The swap will last two more years. What is the value of the swap in AUD to the financial institution? Assume all interest rates are continuously compounded. 2.35m 4.36m2.35m 4.36m