Use the zero-coupon bond prices given in the following table to answer the question that follows. B(0,3) = .9 B(0,2) = .92 B(0,1) = .94 Consider a three-year swap receiving fixed paying floating with principal of $10 million dollars, receiving a fixed rate of 2 percent per year, and paying the one-year floating spot rate yearly. What is the value of the swap when it is issued