You enter into a two$-$year variable notional swap of equity returns for $6-$month Libor with semi$-$annual payments on both legs. The initial swap notional is $$100$ million, the Libor rate at inception of the swap is $7\mathrm{.}2\%,$ and the realized raw equity returns during the first $6-$month period is $6\mathrm{.}3\%.$ The first $6-$month period has $183$ days. The notional principal of the swap entering the second $6-$month period is

$1.($a$)$ $$103\mathrm{.}15$ million.

$($b$)$ $$103\mathrm{.}20$ million.

$($c$)$ $$103\mathrm{.}66$ million.

$($d$)$ $$106\mathrm{.}3$ million.