Assume all rates are annualized with semi-annual compounding. Suppose the 0.5-year zero rate is 6% and the 1-year zero rate is 8%. Consider a 1-year, plain vanilla, semi-annual pay, fixed-for-floating interest rate swap. a) What is the swap rate that will make this swap worth zero? b) What is the dollar duration of $100 notional amount of this zero-cost swap? Assume all rates are annualized with semi-annual compounding. Suppose the 0.5-year zero rate is 6% and the 1-year zero rate is 8%. Consider a 1-year, plain vanilla, semi-annual pay, fixed-for-floating interest rate swap. a) What is the swap rate that will make this swap worth zero? b) What is the dollar duration of $100 notional amount of this zero-cost swap