Consider the following table of forward interest rates:

Period	Forward Interest Rate
f[0,1]f[0,1]	2.5%
f[1,2]f[1,2]	2.9%
f[2,3]f[2,3]	3.2%
f[3,4]f[3,4]	3.6%

A two-year interest rate swap has a notional value of 2,000 the first year and 4,000 the second year. The swap has a settlement period of one year. The variable interest rate is the one-year spot rate at the beginning of each settlement period. Find the swap rate for this interest rate swap.