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Suppose you observe the following spot yield curve: 1 year spot rate: 1.87% 2 year spot rate: 2.51% 3 year spot rate: 3.55% 4 year

Suppose you observe the following spot yield curve:

1 year spot rate: 1.87%

2 year spot rate: 2.51%

3 year spot rate: 3.55%

4 year spot rate: 4.70%

The rate for a one-year zero coupon bond issued one year from today, f(1,1) is: ___ %

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