Suppose you have the following information on U$.$S$.$ treasury bonds $($assume annual coupons paid and a face value of $$100)$:

What are the $1-$ and $2-$year spot rates?

Select one:

a$.1-$year: $2\mathrm{.}59\%,2-$year: $4\mathrm{.}22\%$

b$.1-$year: $3\mathrm{.}10\%,2-$year: $1\mathrm{.}61\%$

c$.1-$year: $2\mathrm{.}63\%,2-$year: $1\mathrm{.}84\%$

d$.1-$year: $3\mathrm{.}10\%,2-$year: $1\mathrm{.}64\%$