The one$-$year LIBOR rate is $3\%,$ and the LIBOR forward rate for the second year is $3\mathrm{.}2\%.$ The three$-$year swap rate of an interest rate swap with annual payments is $3\mathrm{.}2\%.$ The notional principle is $$100$ million. What is the LIBOR forward rate for the third year if the risk$-$free rates for one, two, and three years are $2\mathrm{.}5\%,2\mathrm{.}7\%,$ and $2\mathrm{.}9\%,$ respectively? All rates are annually compounded. $($Write your answer in a decimal number with precision to $4$ decimal places, e$.$g$.12\mathrm{.}3456)$

The one$-$year LIBOR rate is $3\%,$ and the LIBOR forward rate for the second year is $3\mathrm{.}2\%.$ The three$-$year swap rate of an interest rate swap with annual payments is $3\mathrm{.}2\%.$ The notional principle is $$100$ million. What is the value of a three$-$year swap with a $4\%$ fixed rate, LIBOR as a floating rate, and a principal of $$100$ million if risk$-$free rates are given in previous question $?($Write your answer in a decimal number with precision to $2$ decimal places, e$.$g$.1234\mathrm{.}56)$