A 2-year fixed-for-floating interest rate swap with semiannual resets was initiated one year ago. The present value factors are as follows:

Maturity (Years)	Present Value Factor at Swap Initiation	Present Value Factor One Year After Swap Initiation
0.5	0.990099	0.987654
1.0	0.978474	0.973710
1.5	0.965251	0.958313
2.0	0.948767	0.941620

The fixed rate that sets the swap value to zero one year after swap initiation is closest to: