9. Today is May 5, 2008, and the (continuously compounded) yield curve is given in Table 5.12. Calculate the semi-annual swap rate for all maturities between 6 months and 2 years (every six months).

Maturity	Yield(c.c.)
0.25	2.70%
0.5	2.76%
0.75	2.86%
1	2.95%
1.25	3.09%
1.5	2.98%
1.75	3.07%
2	3.20%