6. Consider the following hypothetical spot curve to two years: Maturity (years) 0.5 Spot Rate (%) 3.00 1.0 3.25 1.5 3.60 2.0 3.90 Use these spot rates to price a 4% coupon, 2-year notes and answer the following questions. a. What is the yield to maturity of the note? b. What is the market value-weighted yield of a portfolio of zero-cou- pon bonds with identical cash flows that replicates the 2-year note? Assume there is no arbitrage. c. How should the portfolio yield be computed