Two parties A and B enter into a Swap contract in which in 6 months the net amount of the following payments for a notional amount of $100 million: A agrees to pay B the percentage change in the S\&P 500 over the 6 months multiplied by the notional amount. (If the S\&P 500 falls, then A is to pay a negative amount, that is will receive cash from this part of the contract). B agrees to pay A the 6 -month T-bill % rate +1.5% of the notional amount. For example, if the 6 month T-bill rate is 2.55%, then B will pay 4.05% notional amount for this part of the contract. This is the real 6 months return, rather than YTM/2. In 6 months' time the T-bill interest rate is 5.38% while the S\&P 500 has fallen by 7.82%. What will be A's total cash flow from this forward contract (the total of the cash received from both parts of the contract)? Give your answers in \$millions, for example if the answer is $3.37 million, then enter 3.37 in the answer box