[单选题]

The six-month Treasury bill has a yield to maturity of 5 percent. The one-year Treasury bill with zero coupon, has a yield to maturity of 6 percent, if a Treasury note with a maturity of 5 years and a coupon rate of 6 percent is priced at 97.32, what's the implied spot rate of 5 years?

A.7.00%.

B.7.50%.

C.8.00%.

参考答案与解析: