Q9. Today is May 5, 2008, and the (continuously compounded) yield curve is given in Table 5.12. Table 5.12 The eld Curve on May 5, 2008 0.50.75 .25 1.5 1.75 Maturity0.25 Yield (cc.) 2.70% 2.75% 2.86% 2.95% 3.09% 2.98% 3.07% 3.20% Calculate the semi-annual swap rate for all maturities between 6 months and 1.5 years (every six months). Q9. Today is May 5, 2008, and the (continuously compounded) yield curve is given in Table 5.12. Table 5.12 The eld Curve on May 5, 2008 0.50.75 .25 1.5 1.75 Maturity0.25 Yield (cc.) 2.70% 2.75% 2.86% 2.95% 3.09% 2.98% 3.07% 3.20% Calculate the semi-annual swap rate for all maturities between 6 months and 1.5 years (every six months)