Curve is given above the question

Curve Matuty Years) Rate (Amulized) 0.5 257 1 75% 1.5 1.0% 2 1.1% 2.5 1-3%. 1.5% 3.5 1-787 3) Also using the cufve from problem 7% a) Compute the swap rate for a swap that exchanges fixed for floating, starts in 1 year and ends in 2 years. Two periods, six months each and the first payment is in 18 months. b) What is the value of the swap if it pays 1.25% fixed and receives floating on a notional of $10,000,000 (same swap as in (a)). c) What is the value of an FRA that pays 1% (semiannual compounding) for the 6-month period that starts in 6 months? (so, between 6 months and 1 year). Curve Matuty Years) Rate (Amulized) 0.5 257 1 75% 1.5 1.0% 2 1.1% 2.5 1-3%. 1.5% 3.5 1-787 3) Also using the cufve from problem 7% a) Compute the swap rate for a swap that exchanges fixed for floating, starts in 1 year and ends in 2 years. Two periods, six months each and the first payment is in 18 months. b) What is the value of the swap if it pays 1.25% fixed and receives floating on a notional of $10,000,000 (same swap as in (a)). c) What is the value of an FRA that pays 1% (semiannual compounding) for the 6-month period that starts in 6 months? (so, between 6 months and 1 year)