Consider $2$ zero$-$coupon bonds of face value $$100.$ One bond matures in one year, and is priced today at $$95.$ The second bond matures in two years is trading today for $$90.$ A fund manager spends $$1710$ on each bond $(18$ of the one year maturity, and $19$ of the two$-$year one$).$ What is the swap rate for which the cash flow generated by the above purchase can be exchanged against?