Question: Consider fixed-for-floating swaps with average SOFR as the floating rate. The swap rate for a swap with a single exchange after six months is 5.4%

Consider fixed-for-floating swaps with average SOFR as the floating rate. The swap rate for a swap with a single exchange after six months is 5.4% per annum with semiannual compounding. The swap rate for a swap with a single exchange after one year is 5.2% per annum with annual compounding. The swap rate for a swap maturing in 18 months, with semiannual exchanges, is 5.1% per annum with semiannual compounding. Calculate SOFR zero rates for six months, one year, and 18 months with continuous compounding.

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