Consider a five-year semiannual pay fixed notional equity swap in which you receive Libor and pay the equity index return. The current period is of 182 days, and the swap has run exactly 91 days into the period. The six-month Libor rate on the previous reset was 7% and the equity index was at 1050. The current value of the equity index is 1060. Three-month Libor is currently trading at 6%. What is the value of the swap per dollar? (Use an Actual/360 convention for calculating interest payments.)