Suppose that a financial institution enters an interest rate swap where it agrees to pay a fixed rate and receive the LIBOR on a notional principal of $100 million. The payments are made each six months and the swap has a maturity of 1.5 years. The LIBOR rate for 6-month, 12- month, and 18-month maturities are 9%, 9.5%, and 10% respectively. What is the fixed rate agreed in the contract such that the swap is priced equitably at date t = 0