Find the level fixed swap rate for a 4-year interest rate, Financial Management

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Find the level fixed swap rate for a 4-year interest rate

The term structure for (annual effective) interest rates is as follows for corresponding maturities:

1 year: 5%, 2 year: 10%, 3 year: 15%, 4 year: 20%

Find the level fixed swap rate for a 4-year interest rate swap of floating rate interest for fixed rate interest.

There are no cash flows. This was all the information given.

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Financial Management: Find the level fixed swap rate for a 4-year interest rate

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Financial Management: Find the level fixed swap rate for a 4-year interest rate

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