Considering a floating rate note with the following characteristics: $1)$ face value of$$100,000$; $2)1$year and $3$ months to maturity; $3)$ coupon paid semi$-$annually; $4)$ Referencerate is $6$ months SHIBOR; $5)$ The next reset date is in $2$ months. $6)$ The $6$ month SHIBORrate at the last reset date was $3\mathrm{.}5\%$ per annum $($assuming $360$ days per year$)$; $7)$ Todays$2-$month SHIBOR rate is $3\mathrm{.}6\%$ per annum. What is the value of this floating rate note?

It seems like we have to assume some kind of expected SHIBOR rate at current?