Schweser spot rate question note, equivalent, question, selling

mkytz15

book 5: fixed Income. study session16 comprehensive problem 4
The yield to maturity on a bond equivalent basis on 6month and 1year Tbills are 2.8% and 3.2%, respectively. A 1.5 year, 4% Treasury note is selling at par.
A. What is the 18 month Treasury spot rate?
the answers says since the tbills are zero coupon instruments, their YTMs are the 6 month and 1 year spot rates.
100=2/(1+0.028/2)+2/(1+0.032/2)^2+102/(1+S/2)^3
since it is treasury note, we use coupon 2 to calculate. And the answer use 2/(1+0.032/2)^2 which is1 year Tbills yield 3.2% to calcuate. I fell puzzled about this.
Because in P115 spot rate calculation, we need to calculate 2 year spot firstly,which is not equal yield 3.2%. Then calcuate 3year spot rate.
So how can we use tbill’s attribute here? (That is tbills are zero coupon instruments, their YTMs are the 6 month and 1 year spot rates. ) How can we avoid calculate 1 year spot rate, just use yield rate 3.2%?
Thanks,