Six-month LIBOR is 4%. LIBOR forward rates for the 6- to 12-month period and for the 12- to 18-month period are both 4.5%. Swap rates for 2- and 3-year semiannual pay di swaps are 4.4% and 4.6%, respectively. Estimate the LIBOR forward rates for maturities of 18-month to 2 years. Assume that OIS zero rates for all maturities are 3.6%. OIS rates are expressed with continuous compounding; all other rates are expressed with semiannual compounding. Six-month LIBOR is 4%. LIBOR forward rates for the 6- to 12-month period and for the 12- to 18-month period are both 4.5%. Swap rates for 2- and 3-year semiannual pay di swaps are 4.4% and 4.6%, respectively. Estimate the LIBOR forward rates for maturities of 18-month to 2 years. Assume that OIS zero rates for all maturities are 3.6%. OIS rates are expressed with continuous compounding; all other rates are expressed with semiannual compounding