YIELD CURVE FOR ZERO$-$COUPON BONDS RATED AA MaturityYTMMaturityYTMMaturityYTM$1$ year$8\mathrm{.}00\%7$ year$9\mathrm{.}15\%13$ year$10\mathrm{.}45\%2$ year$8\mathrm{.}11\%8$ year$9\mathrm{.}25\%14$ year$10\mathrm{.}65\%3$ year$8\mathrm{.}20\%9$ year$9\mathrm{.}35\%15$ year$10\mathrm{.}75\%4$ year$8\mathrm{.}50\%10$ year$9\mathrm{.}47\%16$ year$10\mathrm{.}95\%5$ year$8\mathrm{.}75\%11$ year$9\mathrm{.}52\%17$ year$11\mathrm{.}00\%6$ year$8\mathrm{.}85\%12$ year$9\mathrm{.}77\%18$ year$11\mathrm{.}25\%$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?