Question: The table below shows the spot rates for the given lengths of time. Numbers of years Effective Annual Spot 1 4% 2 4.7% 3 5,3%

The table below shows the spot rates for the given lengths of time. Numbers of years Effective Annual Spot 1 4% 2 4.7% 3 5,3% 4 6% 5 6.2% 6 7% Calculate the swap rate for a three-year deferred, six year interest rate swap with settlement at the end of the year. O A. 6.43% B. 7.2596 OC. 8.65% O D. 9.05% O E.10.2%

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