Consider a corporate bond with a face value of $1,000, 2 years to maturity and a coupon rate of 4%. Coupons are paid semi-annually. The next coupon payment is to be made exactly 6 months from today. What is this bond's YTM assuming the following spot rate curve. 6-month spot rate: 4%. 12-month: 5%. 18-month: 5.5%. 24-month: 6%. Assume semi-annual compounding. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321.