To the Nearest Basis Point, What Is the Expected Interest

Multiple Choice

To the nearest basis point, what is the expected interest rate on a four-year maturity AA zero coupon bond purchased six years from today?

A) 10.41%
B) 10.05%
C) 9.16%
D) 10.56%
E) 9.96% ((1.0947¹⁰/1.0885⁶) ) ^(1/4) -1