The 6-month LIBOR rate is 3%, 1-year LIBOR rate is 4%, 18-month LIBOR rate is 5%, 2-year LIBOR rate is 5.5%, and 30-month LIBOR rate is 6%. These rates are semi-annual rates. Suppose Credit Suisse is considering entering into a 30-month interest rate swap with Bank of America, in which Credit Suisse will receive LIBOR and pay a fixed rate over these 30 months. The payment is made semi-annually. What is the swap rate?

	A.	Between 3% and 4%
	B.	Between 5% and 5.5%
	C.	Between 5.5% and 6%
	D.	Between 4% and 5%