CAN SOMEBODY WRITE WRITTEN SOLUTION FOR THAT? ALL THE FORMULAS SHOULD BE MENTIONED

It is January 1st, 2022. A bank has thirty more months remaining in an interest rate swap with semiannual payments according to which it has agreed to receive APR 8% compounded semiannually on a notional principal of $50,000,000 in return for the prevailing six-month LIBOR rate. If the first swap payments are exactly six months away, compute the value of this fixed-to-floating interest rate swap from the perspective of the bank based on the LIBOR zero rate term structure given below in continuously compounded form.

	6 MONTHS	12 MONTHS	18 MONTHS	24 MONTHS	30 MONTHS
LIBOR	7.00%	8.00%	8.5%	9%	9.25%