Homework: Ch 3B HW, Valuing Bonds, 325, Sp 20 Save Score: 0 of 2 pts 12 of 12 (11 complete) HW Score: 91.3%, 21 of 23 pts P6A-4 (similar to) 3 Question Help Refer to the following table: 2 Maturity (years) Zero-coupon YTM 3.97% 5.38% 5.38% 5.24% 4.39% Suppose you wanted to lock in an interest rate for an investment that begins in one year and matures in five years. What rate would you obtain if there were no arbitrage opportunities? Note: Use at least four decimal places in all intermediate calculations. The rate for an investment that begins in one year and matures in five years would be %. (Round to two decimal places.)