Fixed Income question corporate, question, annual

BC_MBA_student

Guys, can you help me with this question

Given:
6 - month T - bill with 4.25% YTM
1 year corporate bond with 4.55% YTM and 4.75% semi - annual coupon

What would be the 1 - year spot rate, using the par yield curve and the given information

a) 4.75%
b) 4.756%
c) 4.5%
d) 4.513%

Source Allen CFA QBank