Here are the prices of treasury coupon bonds that you observe today (t = 0). Bond A. F = $100, M = 2 years, coupon rate = 2% (semi-annually paid), P = $95 Bond B. F = $100, M = 2 years, coupon rate = 3% (semi-annually paid), P = $98 Bond C. F = $100, M = 2 years, coupon rate = 4% (semi-annually paid), P = $100 Bond D. F = $100, M = 2 years, coupon rate = 5% (semi-annually paid), P = $103 Consider a firm entering into a fixed-for-floating, semi-annual payments, 2-year swap contract today (t = 0 = inception date of the swap contract) with N = $100 million. What will be the swap rate c? [ Select]