Your company has entered a three$-$year swap contract with a swap dealer with a total notional amount of EUR $2,000,000.$ The swap used quarterly reset $(30/360-$day count$)$ and exchange of notional amounts at initiation and at maturity. At the swap's initiation, your company receives the notional amount in U$.$S$.$ dollars and pays the counterparty the notional amount in Euros. At the swap's expiration, your company pays the notional amount in U$.$S$.$ dollars and receives from the dealer the notional amount in Euros. Based on interbank rates, we observe the following spot rates today, at Time $0.$

$\backslash$table$[[\backslash$table$[[$Days to$],[$Maturity$]],\backslash$table$[[$S Spot Interest$],[$Rates $(\%)]],\backslash$table$[[$Present Value$],[($$$1)]],\backslash$table$[[$E Spot Interest$],[$Rates $(\%)]],\backslash$table$[[$Present Value$],[(61)$