Question 1 1 pts You observe the following YTMs on Treasury securities. The six-month and one-year securities are T-bills. The last security is a T-note with coupon rate = YTM. Assume that these securities pay semi-annual coupons and that YTMs are on a semiannual bond-equivalent basis. Maturity (Years) YTM 0.5 12.83 1 13.72 1.5 14.04 What is the 1.5-year spot rate? Type your answer as a decimal to 4 places (i.e. if the answer is 6.232%, type 0.0623)