Fair Variance Strike From a Discrete Option Strip

A one-year variance swap is replicated by a strip of OTM options. Using the Carr-Madan weighting w_i = (ΔK / K_i^2), the discount-adjusted strip values give sum_i w_i * price_i = 0.0180 (in variance units before the 2/T scaling), and the linear forward-correction term contributes an additional 0.0020. With T = 1, the fair variance is K_var = (2/T) * (strip + forward term). What is the fair annualized volatility strike (decimal)?