A bank entered into a 5-year $150 million annual-pay LIBOR-based interest rate swap three years ago as the fixed rate payer at 5.5%. The relevant discount rates (continuously compounded) for 1-year and 2-year obligations are currently 5.75% and 6.25%, respectively. A payment was just made. The value of the swap is closest to: 
A bank entered into a 5-year $150 million annual-pay LIBOR-based interest rate swap three years ago as the fixed rate payer at 5.5%. The relevant discount rates (continuously compounded) for 1-year and 2-year obligations are currently 5.75% and 6.25%, respectively. A payment was just made. The value of the swap is closest to:  A.-$2,555,860; B.$2,555,860; C.$6,450,000; D.-$6,450,000