You are given the following table of spot rates: Term in Years 1 Spot Rate 2.796 2.996 2 3 3.496 4 3.896 5 4.596 4.796 6 Consider a deferred interest rate swap with a level notional amount of 100,000 and a term of 6 years. Each settlement period is 1 year, and the variable rate is the 1-year spot interest rate at the beginning of the settlement period. Under the swap. there is no swapping of interest rates during the first 2 years. During the last 4 years, the settlement period will be 1 year. Determine the swap rate for the last 4 years of the swap a3.9% .b. 5.6% O 0.46% O 0.52% O : 4.2%