Given the following annualised zero (spot) rates semi-annual compounding; Expiry Date (years): 0.5 1.0 1.5 2.0 2.5 Yield (% p.a.): 5.0 5.5 5.9 6.2 6.4 Determine the mid-rate for a two-year plain-vanilla configuration at-market interest rate swap. Assume 182-day half years. Hint: calculate the par yield)

Could you please explain the calculations with Excel non-excel methods? Thanks.