Given a text T, and several options, according to the question posed in the text T to choose the most appropriate option from the options as the answer, please directly output the most appropriate option, do not need to output the explanation.

A one-year zero-coupon bond yields 4.0%. The two- and three-year zero-coupon bonds yield 5.0% and 6.0% respectively.
A two-year fixed-for-floating MRR swap is 1.00%, and the two-year US Treasury bond is yielding 0.63%. The swap spread is closest to:
Option A:37 bps.
Option B:100 bps.
Option C:163 bps.

Answer: A