Assume you are constructing a Treasury spot rate curve using all on-the-run Treasury instruments. You observe par rates of 2.7% and 3.0% for the 5-year and 7-year maturities, respectively. To estimate the gap for the missing spot rates between 5 and 7 years you use the extrapolation method. The par rate that should be used for the 6-year maturity is closest to: 2.76% 2.82% 2.94%