Can you explain this in detail step by step how to work this out

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We suppose that the 3-month zero rate (CC) is 3.1% and the 6-month zero rate (CC) is 3.6%.

There is a 1-year swap (i.e. a swap with maturity 1 year) that pays every 6 months (the fixed leg and the floating leg have same frequency). The 1-year swap rate is 3.8% (the nominal is 100 as usual). Using this swap contract compute the 1-year zero rate (CC).