The market value of an interest rate swap issued 1 year ago (with original maturity equal to 5 years) with 4 years to maturity is equal to 2,070 euro for the party that receives fixed interest and pays floating. The fixed rate of the swap is 3.75%. The swap has the notional value equal to 100,000 euro and interest cash flows are exchanged on the annual basis. Determine the corresponding 4-year zero coupon rate.

Time	Rates(Annual compounding)	Discount factors
0.5	1.4%	0.99307
1	1.8%	0.98232
1.5	2.0%	0.97073
2	2.2%	0.95741
2.5	2.4%	0.94243
3	2.8%	0.92049