The following table provides information on the current term structure of zero (spot) rates:

| Maturity in Years | Zero Rate (%) |

|-------------------|---------------|

| 1 | 1.50 |

| 2 | 2.00 |

| 3 | 2.50 |

| 4 | 3.00 |

| 5 | 3.50 |

Which of the following is closest to the 2-year forward swap rate starting in 3 years?