Can anyone please help me with these few finance questions I'm having problems with. I'm able to determine the answers but I'm having a tough time with the steps!

Suppose the 1-year effective annual interest rate is 6.4%, the 2-year interest rate is 7.2%, and the 3-year interest rate is 7.6%. Compute the fixed rate in a 3-year interest rate swap.

Suppose the 1-year effective annual interest rate is 6.1% and the 2-year effective rate is 7.7%. Compute the fixed rate in a 2-year amortizing interest rate swap based on $410,000 of notional principal in the first year and $230,000 in the second year.

Suppose that oil forward prices for 1 year, 2 years, and 3 years are $91, $104, and $113 per barrel. The 1-year effective annual interest rate is 5.2%, the 2-year interest rate is 5.4%, and the 3-year interest rate is 5.8%. What is the fixed per-barrel price in a 3-year swap that calls for delivery of 4 barrels of oil at the end of the first year, 1 barrel the second year, and 2 barrels the third year?