10. The LIBOR zero curve is flat at 5% (continuously compounded) out to 1.5 years. Swap rates for 2-and 3-year semiannual pay swaps are 5.4% and 5.7%, respectively. Estimate the LIBOR zero rates for maturities of 2.0. 2.5, and 3.0 years. (Assume that the 2.5 year swap rate is the average for the 2- and 3-year swap rates and use LIBOR discounting)