##### 20 An analyst computes the following discount factors using a government spot curve: | Maturity (Years) | Discount Factor | |------------------|-----------------| | 1 | 0.9709 | | 2 | 0.8653 | | 3 | 0.7938 | Based on this information, the 3-year swap rate is closest to: | Chartered Financial Analyst Level 2 Quiz - LeetQuiz