What is the value of the swap and please show me how to get the answer ,thanks.

Several years ago, a bank agreed to receive 6-month LIBOR and pay 5% per year (with semi-annual compounding) on a notional principal of USD 100 million. The swap has a remaining life of 9 months. The continuously compounded 3-month and 9-month LIBOR are 4.8% and 5.2%, respectively. The 6-month LIBOR at the last payment date was 4.9%(with semi-annual compounding). What is the value of the swap to the bank? A. USD -2, 602, 100 B. USD-181, 200 C. USD 181, 2001 D. USD 2, 602, 100