The 22 July Overnight Interest Swap rates are: Maturity Rate Compounding frequency 1 week 0.37126% Weekly 1 month 0.25034% Monthly 3 months 0.22830% Quarterly 6 months 0.22249% Semi-annually 1 year 0.22000% Annually 2 years 0.22000% Quarterly 3 years 0.26000% Quarterly 5 years 0.37000% Quarterly 10 years 0.72000% Quarterly The contracts out to one year only make a single payment. 2 year and longer maturities make quarterly payments. (a) For the 3 month, 6 month, and 1 year contracts, convert the rate into continuous com- pounding. These are the zero rates for these maturities, (b) If you interpolate the 9 month zero rate as being the average of the 6 and 12 month zero rates, what is the 9 month rate (with continuous compounding)