Term structure of interest rates and swap valuation

Suppose the current term structure of interest rates, assuming annual compounding, is as follows:

s 1	s 2	s 3	s 4	s 5	s 6
7.0%	7.3%	7.7%	8.1%	8.4%	8.8%

What is the discount rate

d(0,4)

? (Recall that interest rates are always quoted on an annual basis unless

stated otherwise.)