You are given the following spot rates: r1 = 4.00%, r2 = 4.6%, r3 = 5.5%, r4 = 6.75%, r5 = 7.75%, You enter into a 5-year interest rate swap(with a notional amount of 100,000) to pay a fixed rate and to receive a floating rate based on future 1-year LIBOR rates. If the swap has annual payments, what is the fixed rate you should pay?