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Given the zero coupon yield curve below, what is the 4-year swap rate? Coupons are paid annually and prices are quoted per $100 par value.

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Given the zero coupon yield curve below, what is the 4-year swap rate? Coupons are paid annually and prices are quoted per $100 par value. 1 year zero-coupon rate = $99.60; 2 year zero-coupon rate = $98.03; 3 year zero-coupon rate = $95.63; 4 year zero-coupon rate = $90.60. A. 2.74% B. 2.69% O C. 2.45% D. 2.34% E. 2.59%

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