$7.$ The $6-$month and $12-$month LIBOR$/$swap zero rates have been determined as $4\%$ and $4\mathrm{.}5\%$ pa with continuous compounding and the $18-$month swap rate for a swap with semi$-$annual payments is $8\%.$ Calculate the $18-$month LIBOR$/$swap zero rate.A$.6\mathrm{.}87\%$B$.7\mathrm{.}98\%$C$.5\mathrm{.}99\%$D$.8\mathrm{.}98\%$