You have entered into a currency swap in which you receive 4%pa in yen and pay 6%pa in dollars once a year. The principals are 1,000 million yen and 10 million dollars. The swap will last for another two years, and the current exchange rate is 115 yen/$. The annualized spot rates (with continuous compounding) are 2.00% and 2.50% in yen for one- and two year maturities, and 4.50% and 4.75% in dollars. What is the value of the swap to you in million dollars?
A. -1.270
B. -0.447
C. 0.447
D. 1.270