5. Suppose one-year LIBOR is forecasted to fluctuate as follows: Year 1: 5.0% Year 2: 5.5% Year 3: 6.0% Year 4: 7.0% Year 5: 7.5% Determine the fixed swap rate for 5-year $100-million interest rate swap. Assume that the floating index is the one-year LIBOR, and the Treasury yield curve is flat at 6%