Suppose that some time ago, a financial institution entered into a swap where it agreed to make semi-annual payments at a rate of 3.0% per annum and receive LIBOR on a notional principal of $400.0 million. The swap now has a remaining life of only nine months (0.75 years). Payments will therefore be made 0.25 and 0.75 years from today. The risk-free rates with continuous compounding is assumed to be the LIBOR zero rate, and currently, it is 2.20% for all maturities. Because the LIBOR zero rate curve is flat at 2.20%, the six-month forward rate beginning in three months, F(0.25, 0.75), is also 2.20% with continuous compounding and therefore is equal to $2 \times \left[ e^{0.0220/2} - 1 \right] =$