Question: plz help me SD LIBOR rates per annum with continuous compounding and the swap rates p ni-annual pay swaps on April 1, 2021, are listed

plz help me SD LIBOR rates per annum with continuous compounding

plz help me

SD LIBOR rates per annum with continuous compounding and the swap rates p ni-annual pay swaps on April 1, 2021, are listed below. Table 1: USD ICE LIBOR on April 1, 2021 Tenor USD ICE LIBOR (%) Overnight 0.07475 1 week 0.08488 1 month 0.11038 2 months 0.13525 3 months 0.19975 6 months 0.20125 1 year 0.28050 Table 2: USD ICE swap rates on April 1, 2021 Tenor (year) USD Rates 1100 (%) 0.217 0.292 0.502 0.769 1.019 NOOO V a UI A W N - 1.233 1.402 1.537 1.643 1.732 1.999 20 2.100 30 2.145 ate the continuously compounded LIBOR/swap zero rates for maturities of 1.5 rs, for every 0.5 years. Assume that the 1.5-year swap rate is the average of the wap rates, etc

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