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Two years ago, an investor entered a four-year interest rate swap with a fixed rate of 0.0784%. The notional principal is $15,000,000. What is the

Two years ago, an investor entered a four-year interest rate swap with a fixed rate of 0.0784%. The notional principal is $15,000,000. What is the value of the swap given the current term structure:

Maturity Rate
1-year 0.71%
2-years 0.74%

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