Find the Fixed Rate on a Forward Swap Expiring in 90

Multiple Choice

Find the fixed rate on a forward swap expiring in 90 days in which the underlying swap has a maturity of 180 days and makes payments every 90 days.The prices of zero coupon bonds are 0.9877 (90 days) ,0.9732 (180 days) ,and 0.9597 (270 days) .

A) 5.97 percent
B) 5.6 percent
C) 5.5 percent
D) 5.78 percent
E) 5 percent