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We have the following information about a 2-year swap: 6, 12, 18, and 24 month OIS rates are 3%, 3.6%, 4%, and 4.4% respectively with

We have the following information about a 2-year swap:

6, 12, 18, and 24 month OIS rates are 3%, 3.6%, 4%, and 4.4% respectively with cont. comp.

6-month LIBOR rate is 3.8% (semi-annual comp.)

Suppose forward LIBOR rates for 6-12 and 12-18 months have already been calculated as 4.8% and 5.2%, respectively (semi-annual comp)

The two-year swap rate is 4.2%

What is the LIBOR forward rate for the 18-24 month period?

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