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.
The swap spread is quoted as 50 bps. If the five-year US Treasury bond is yielding 2%, the rate paid by the fixed payer in a five-year interest rate swap is closest to:
Option A:0.50%.
Option B:1.50%.
Option C:2.50%.

Answer: C