D Question 13 1 pts Suppose that the annual yield to maturity for the 6-month and 1-year Treasury bill is 6.5% and 7.0%, respectively. These yields represent the 6-month and 1-year spot rates. Also assume the following Treasury yield curve (i.e., the price for each issue is $100) has been estimated for 6-month periods out to a maturity of 3 years: Years to Maturity Annual Yield to Maturity (BEY) 1.5 2.0 2.5 3.0 5.4% 5.8% 6.4% 7.0% Compute the 1.5-year spot rate. O 5.1199% 5.4293% 5.0999% 5.3614% O 5.2197%