You entered an interest rate swap with semiannual payments. The next payment is due September 30, 2023. Today is March 31, 2023. You observe the 3-month LIBOR spot rate to be 2%. You also use the Eurodollar futures curve and observe the 3-month interest rate between June 30 and September 30 to be 2.5%. Calculate the floating-rate payment due on the notional principal of $100 million. a. $2,249,694 b. $1,124,847 c. $2,500,000 d. $2,250,000