The one-year interest rate is 2%. Bond A has two years to maturity, a coupon rate of 5% and is priced at $983.52. Bond B has three years to maturity, a coupon rate of 10% and is priced at $970. Assume all coupons are paid annually and that the prices given are for bonds with face value equal to $1,000 a.

Inter the US spot rate curve from these data.