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In a fixed - for - fixed currency swap, 2 % on a US dollar principal of $ 1 1 1 million is received and

In a fixed-for-fixed currency swap, 2% on a US dollar principal of $111 million is received and 4.3% on a British pound principal of 183 million
pounds is paid. The current exchange rate is 1.77 dollar per pound. Interest rates in both countries for all maturities are currently 6.6%
(continuously compounded). Payments are exchanged every year. The swap has 2.5 years left in its life. What is the value of the swap to the US
dollar receiver, in millions of dollars?
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