Suppose that you observe the following yields of Treasury securities that are shown based on bond-equivalent basis (annualized rates with semi-annual payments):

Year to Maturity	Yield to Maturity (%)	Spot Rates (%)
0.5	6
1.0	6
1.5	5
2.0	4
2.5	3
3	4

To calculate the 1.5 year theoretical spot rate using bootstrapping, what is the annual coupon rate in percentage terms for the synthetic bond you need to create?