The current mark-to-market value of an uncollateralized Interest rate swap on $500mln notional that we entered into with RFS Financial some time ago is +$1,359,000 in our favor. The interest rate swap has 3 years left to maturity. When we consider credit exposure, though, we would want to make a credit value adjustment (CVA) to that value. Assume the yield curve is flat and RFS Financial's corporate bonds trade with a yield of 5.00% when the same-maturity U.S. Treasury bond is yielding 3.25%. What is the CVA-adjusted mark-to-market value to us? $1,335,424 $1,382,992 $1.293,367 $1.289.493 $1,301,924