Your firm is currently in an interest rate swap, paying $3\mathrm{.}00\%$ fixed, receiving LIBOR$+0\mathrm{.}25\%.$ The payments are semi$-$annual. The nominal value is $$500$M$.$ Below is the relevant term structure of LIBOR rates. The LIBOR rate $3$ months ago was $0\mathrm{.}0600.$

$($a$)$ Complete the following table by filling in the zero$-$coupon price of a $$1$ bond.

$($b$)$ What is the value of the fixed leg, based on a nominal value of $$500,000,000?$

$($c$)$ What is the value of the variable leg, based on a nominal value of $$500,000,000?$

d$)$ What is the value of the swap, based on a nominal value of $$500,000,000$

LIBOR Rate Zero$-$coupon Price

L$(90)0\mathrm{.}0585$

L$(270)0\mathrm{.}0555$

L$(450)0\mathrm{.}0565$

L$(630)0\mathrm{.}0565$