don't use excel or financial calc please!

For the following three problems, you are given the following t-year spot rates: year 1 2 3 4 5 spot rate 4% 5% 5.75% 6.25% 0.5% Shyu & Salisbury Actuarial Consultants purchased a deferred interest rate swap with a level notional amount of $125,000. Under the swap, Shyu & Salisbury will swap a variable interest rate for a fixed interest rate during the last 3 years of a 5-year swap. No swapping of interest rates will occur during the first 2 years. The variable interest rate during each one-year settlement period will be the one-year spot interest rate at the start of the year. Determine the swap rate