Why do we not use bootstrapping to calculate spot rate

CFA Level II
#1

referring to the question on cfai mock PM - question 39. Why is zero coupon yield curves provides spot rat? I thought we have to bootstrap it to find the spot rate?

#2

You bootstrap the par curve in order to get the spot curve. In this problem, you don’t have to bootstrap because you already have the spot curve.

#3

So you mean zero coupon yield curve = spot curve?

#4

Yes.