please solve this problem without using Excel and show all steps.

10 Suppose that, in a two-year interest rate swap, the floating rate for each year is determined as the one-year rate at the beginning of the year, but payments are made at the end of the year. According to the relevant yield curve for the swap, the one-year spot rate of interest is 5%, and the two-year spot rate of interest is 6%. Find the appropriate fixed rate for the two-year swap