For Zero-Coupon Bonds B(0,3), B(0,2) and B(0,1), prices are 0.90, 0.92, and 0.94, respectively. Consider a three-year swap receiving fixed paying floating with principal of $10 million dollars, receiving a fixed rate of 2 percent per year, and paying the one-year floating spot rate yearly. What is the value of the swap when it is issued? Select one: a. $448,000 b. 0 c. $448,000 d. $552,000 e. $552,000