In a 3-years Swap agreement the LIBOR zero curve is flat at 1.5% (continuously compounded). Interest on the agreement is paid semi-annually. The 2-year and 3-year rates are 5.4% and 5.6% respectively. Assuming the 2.5 -years swap rate is average of 2 -year and 3-year swap rate. Find the LIBOR zero rates for the maturity of 2.5-years. (A) 5.342% (B) 5.500% (C) 5.442% (D) 5.444%