You observe the following YTMs on Treasury securities. The six-month and one-year securities are T-bills. The last security is a T-note with a coupon rate equal to YTM. Assume that these securities pay semi-annual coupons and that YTMs are semiannual bond-equivalent yields. The par value is $100. Bootstrap the spot rate for 1.5 yrs? Express your answer in percent and round it to three decimal places. e.g. if your answer is 0.023567, write down 2.357 (without the percent sign)