You will analyze a $3-$year Treasury Note with a coupon rate of $1\mathrm{.}5\%.$ Suppose that the $0\mathrm{.}5-$year spot rate is $0\mathrm{.}5\%,$ the $1\mathrm{.}0-$year spot rate is $1\mathrm{.}0\%,...,$ and the $3\mathrm{.}0-$year spot rate is $3\mathrm{.}0\%.$ That is$,$ the spot yield curve is a line with an intercept of $0\%$ and a positive slope of $1\%$ per year:

Calculate the yield to maturity of the Treasury Note.