1) Calculate the 6v9 forward rate given the following yield curve Time (months) 1 Rate 12 3.0% 2 2.1096 | 2.3096 2.45% 2.7% 2.9% 2) Suppose a U.S. treasury bond has a face value of $1,000, matures in 18 months, and has an annual coupon rate of 2%, paid semiannually. List all of this bond's cash flows to a new purchaser. 3) If you invest $100 in a CD that pays a 4% interest rate, compounded quarterly, how much will you have in 2 years