Something is wrong with my MtM calculation

I'm trying to value a super simple receiver swap immediately after the first swap settlement (1 year in).

The given answer is -1.91 million to the floating rate payer, but I am not coming up with that. I can't figure what I'm doing wrong.

Problem given

Notional $100 million Fixed rate 3.95% Floating rate term structure: Year 1: 2% Year 2: 3% Year 3: 4% Assume the forward rates represent expected future spot rates. All rates are expressed with annual compounding to match the annual settlement cash flows. My attempt: Floating leg:$\frac{100*.03}{(1+.03)} + \frac{104}{(1+.04)^2} \approx 99.06$Fixed leg:$\frac{100*.0395}{(1.03)} + \frac{103.95}{(1+ .04)^2} \approx 100$Making the value to the floating rate payer$\approx$\$1.06 million

The value of your swap will be: 100*(1+3.95%)-100*(1+2%)=1.95 in year 1.
If you want to calculate the MtM value, just divide by the floating rate: 1.95/(1+2%)=1.911. This is from the fix leg side. If you just change it to the floating rate side, you obtain -1.91