Suppose you are an investment manager managing a loan portfolio that earns 6-month LIBOR on a loan notional value of 40.000.000. Expecting interest rates to drop, you want to convert these floating rate payments toa fixed rate for the next 2 years. Suppose the term structure of semi-annual discount factors for the next 2 years are d(0.5) 0.99 d(1.0) 0.979 d(1.5) = 0.966 d(2.0) = 0.953 What swap position will implement your desired protection? What fair swap rate can you expect to contract