You are given the following prices of a zero-coupon bond with par value of $100: Term Zero-coupon (in years) bond prices 1 $105.0 2 $105.5 3 3 $106.0 4 $107.0 Calculate the difference in the swap rates for a 4-year and a 2-year interest rate swap. OA) (A) 0.5% (B) 1.0% (C) 1.2% (D) 1.4% ) % KE) 2.0% % You are given the following prices of a zero-coupon bond with par value of $100: Term Zero-coupon (in years) bond prices 1 $105.0 2 $105.5 3 3 $106.0 4 $107.0 Calculate the difference in the swap rates for a 4-year and a 2-year interest rate swap. OA) (A) 0.5% (B) 1.0% (C) 1.2% (D) 1.4% ) % KE) 2.0% %