The one$-$year LIBOR rate is $3\%$ and the forward rate for the one$-$ to two$-$year period is $3\mathrm{.}2\%.$The three$-$year swap rate for a swap with annual payments is $3\mathrm{.}2\%.$ What is the LIBOR forward rate for the $2$ to $3$ year period if OIS zero rates for one, two, and three year maturities are $2\mathrm{.}5\%,2\mathrm{.}7\%,$ and $2\mathrm{.}9\%,$ respectively. What is the value of a three$-$year swap where $4\%$ is received and LIBOR is paid on a principal of $$100$ million. All rates are annually compounded.