Your CIO asks you to build the spot rate curve of a particular country. From Eikon you find that a $6-$month treasury bill for that particular country is trading at a yield of $($and therefore the spot rate is$...)4\mathrm{.}5\%.$ You also find that the $1-$year treasury bills are trading at a yield of $4\mathrm{.}2\%.$ Finally, you find that there is a treasury bond with maturity $1\mathrm{.}5$ years which is paying a semi$-$annual coupon rate of $3\mathrm{.}75\%$ and which is trading at par. Which is the $1\mathrm{.}5-$year spot rate? Assume that the treasury bond has three coupons left to pay.