YIELD CURVE FOR ZERO COUPON BONDS RATED AA Assume that there are no liquidity premiums. To the nearest basis point, what is the expected interest rate on a four-year maturity AA zero coupon bond purchased six years from today?

Selected Answer:	10.41 percent
Answers:	10.41 percent
	10.56 percent
	9.16 percent
	10.05 percent
	9.96 percent

Could someone please show me how this is the correct answer? Thanks in advance!