Find the value of a swap agreement in which you receive floating LIBOR interest payment on $100M in exchange for 7% fixe

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Find the value of a swap agreement in which you receive floating
LIBOR interest payment on $100M in exchange for 7% fixed rate
payments. All interest rates are annual rates with semi-annual
compounding. All payments are semi-annual with the last payment in
14 months (i.e., payments are at t=2/12, 8/12, and 14/12). The next
floating-rate payment that you will receive in 2 months is equal to
$3.6M. The LIBOR rates for 2, 8, and 14 months are 7.1%, 6.9%, and
6.8% respectively. Keep at least 7 decimal digits for all your
calculations and answers.