Joyelle is an undercover investigative officer. Last month, to solve a case of art theft, she posed as a purchaser and recovered stolen paintings worth $15 million and arrested the perpetrators responsible for the heist. It can be assumed that Joyelle to solve the case of art theft.

A$100 million interest rate swap has a remaining life of 10 months. under the terms of the swap, the six-month libor is exchanged semi-annually for 12% per annum. the six-month libor rate in swaps of all maturities is currently 10% per annum with continuous compounding. the six-month libor rate was 9.6% per annum two months ago. what is the current value of the swap to the party paying floating? what is its value to the party paying fixed?