It is July 1 st, 2023. A bank has got 30 more months remaining in an interest rate swap with semiannual payments according to which it agreed to pay APR 8% compounded semiannually on a notional principal of $10,000,000 in return for the prevailing six-month LIBOR+2%. If the first swap payment is 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-month (libor 4.00%), 12-month (libor 5.00%), 18-month (libor5.50%), 24-month (libor 5.75%), 30-month (libor 6.00%). show all the steps involved in the calculations to the final answer