We have the following zero coupon interest rates: T (0, 1Y) = 4%, r(0,2Y) = 5%, and r(0, 3Y) = 5.75%. Jack has a variable rate loan of 5,000 for the next three years with interest payments annually. Jack enters into an Interest Rate Swap maturing in 3 years with which he will change the variable interest rate for a fixed interest rate. Determines the fixed interest rate of the Swap, assuming the absence of arbitrage in the market