There is an interest rate swap to pay six-month LIBOR and to receive 4% (semi-annual compounding) on a principal of $100 million. The remaining life of this swap contract is 1.25 years( 3 more payments in 3,9, and 15 months). LIBOR zero rates (continuously compounding) for 3-, 9-and 15-months are 2.5%,3.0%, and 3.5\%. 6-month LIBOR on last payment date was 2.9% (semi-annual compounding). What is the PV of the fixed-rate cash flows (in millions)? Select one: a. 101.58 b. 97.63 c. 100.82 d. 99.38