Given the following 6 month forward rates, starting tomorrow:

Maturity 0 -> 6 months 6M -> 1 year 1Yr -> 18 months 18M -> 2 years

Semi-annual Rate 5% 5.5% 5.8% 6.0%

The fixed side of an interest rate swap uses the 30/360 day count convention.

Calculate the breakeven rate for an 18 month swap starting in six months time.