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A bond pays annual coupons at a rate of 5

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A bond pays annual coupons at a rate of 5.5%. Its face value is $1000. The bond has exactly 3 years until it matures. The price of the bond is 1040.31. If the two - and three year spot rates in this economy are 5% and 4%, then the one year spot rate is closest to?
Select one:
a. 1.05%
b. 5.5%
c. 4.48%
d. 4.70%