Problem 7) If the spot rates are shown as below. year R 1 2.5% 2 3.1% 3 3.4% 4 3.6% 5 4.0% 6 4.2% Please evaluate the swap rate for interest rate swap is target for a two-year deferred, and last for three- years, and the swap is settled at the end of the year. 3.4% 3.7% (A) (B) (C) (D) (E) 4.1% 4.6% 5.0%