Question: undefined Question 3 1 points Save Answer Maturity (yrs) 1 5 10 20 30 Spot Rate zi 1.0% 7.5% 8.8% 10.3% 13.2% 14.0% The above

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Question 3 1 points Save Answer Maturity (yrs) 1 5 10 20 30 Spot Rate zi 1.0% 7.5% 8.8% 10.3% 13.2% 14.0% The above Spots Rates were calculated using the Bootstrapping process. During this particular day, the 3-year T-note trading data was not available in the market. As a result, the 3-year Spot Rate cannot be calculated using Bootstrapping. Thus, resorting to the "cubic spline" method to interpolate, the 3-year Spot Rate should be closest to: a. 3.0% b.4.0% C. 5.0% d. 7.0% e. Can't interpolate; insufficient Spot Rates

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