commodity swap question

Schweser practice exam book, exam 2 afternoon, question 16.5- The futures prices for 6 months, 1 year, 1.5 years, and 2 years are: 55, 54, 52, 51 and the risk free rate is less than 2 %. What is the price of the swap? I thought this was as easy as discounting the futures prices at the RFR for each time period and dividing by 4. Can someone tell me what I am doing wrong here?

I think you are right.

Schweser says the answer is 53, a weighted average of the 4. I think I know what I did wrong though. The futures have the rfr priced in.