The one-year LIBOR rate is 3% and the forward rate for the one- to two-year period

is 3.2%. The three-year swap rate for a swap with annual payments is 3.2%. What is

the LIBOR forward rate for the 2 to 3 year period if OIS zero rates for one, two, and

three year maturities are 2.5%, 2.7%, and 2.9%, respectively. All rates are annually compounded.