Question: Consider the following LIBOR zero rates, expressed with semi-annual compounding: r 2 (0,6m)=1.8%, r 2 (0,12m)=2.5%, and r 2 (0,18m)=2.7%. What is the forward rate

Consider the following LIBOR zero rates, expressed with semi-annual compounding: r₂(0,6m)=1.8%,r₂(0,12m)=2.5%, and r₂(0,18m)=2.7%.

What is the forward rate f₂(0,6m,18m)?

what is the (plain-vanilla) 18m swap rate?

what is the swap rate on an amortizing forward-start swap starting in 6m (thus, first payment at date 1y)? The principal is reduced by 50% of the original after every payment.

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