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22. You are given the following zero-coupon bond prices Term [k] 1 year 2 year Price PK 0.909 0.842 Swap contracts have annual settlement periods where payments are at the end of each period and the variable (floating) payment is based on the actual 1-year spot rate at the beginning of the period. Determine the 2-year swap rate (the fixed rate on a 2-year swap) on a level notional swap. (Choose the nearest answer) A 8.0% C) 9.0% E) 10.0% B) 8.5% D) 9.5%