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Acc to my view :
swap spread =1.1446 – 0.4874 = 0.6572
3.86 year on the run bond yield = 3 + 0.86 year = 0.41 + 0.86*(0.5-0.41) = 0.4874
3.86 year swap rate = 3+0.86year = 1.05 +0.86*(1.16-1.05) = 1.1446