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a. Find the fixed rate on a plain vanilla interest rate swap with payments every 180 days (assume a 360-day year) for one year. The prices of Eurodollar zero coupon bonds are 0.9756 (180 days) and 0.9434 (360 days). 5.9 percent b. 5 percent c. 6 percent d. 5.5 percent 2.95 percent 17. Use the infomation in problem 16 to find the fixed rate on an equity swap in which the stock index is at 2,000. 5.9 percent 5 percent 6 percent d. 2.95 percent 3.5 percent a. b. e