It is January 1st, 2020. A bank has 30 more months remaining in an interest rate swap with semiannual payments according to which it agreed to pay APR 6% compounded semiannually on a notional principal of $10,000,000 in return for the six-month LIBOR rate. If the first swap payments are exactly six months away from today, compute the value of this fixed-to-floating interest rate swap from the perspective of the bank based on the LIBOR zero rate term structure given below in continuously compounded form. 6 months 5% 12 months 6% 18 months 6.5% 24 months 6.75% 30 months 7% Libor