Suppose that a commodity$$s respective forward prices for $1$ year and $2$ years are $$141$ and $$131.$ The $1-$year effective annual interest rate is $5\mathrm{.}9\%,$ and the $2-$year interest rate is $6\mathrm{.}3\%.$ You will pay a fixed rate of $$136\mathrm{.}1621$ in a $2-$year swap and receive the floating rate. At the time you enter the swap contract, its value to you is$...$

Solve for correct answer: $$0\mathrm{.}0000$