1. Calculate the prices for all the bonds. 2. Calculate the spot rates, discount factors, and forward rates for the curve. State these rates both on a semi-annual and a BEY basis. Sum of current and Implied prior period Theoretical Theoretical Implied Semi- Annual discount Semi-Annual Annual Spot Annual Forward factors Spot Rate Rate Forward Rates Rates Discount Factor Price Time in Time in Years Periods Coupon Rate 0.5 0.00% 1 2 0.00% 1.5 3 6.00% 2 4 6.25% 2.5 5 6.50% 3 6 6.75% 3.5 7 7.00% 4 8 7.50% 4.5 9 7.75% 5 10 8.00% 5.5 11 8.25% 6 12 10.00% 6.5 13 10.25% 7 14 10.50% 7.5 15 10.75% 8 16 11.00% Assume that par = Given Calculated YTM 6.00% 6.25% 6.50% 6.75% 7.00% 7.25% 7.50% 7.75% 8.00% 8.25% 8.50% 8.75% 9.00% 9.25% 9.50% 9.75% 100 1. Calculate the prices for all the bonds. 2. Calculate the spot rates, discount factors, and forward rates for the curve. State these rates both on a semi-annual and a BEY basis. Sum of current and Implied prior period Theoretical Theoretical Implied Semi- Annual discount Semi-Annual Annual Spot Annual Forward factors Spot Rate Rate Forward Rates Rates Discount Factor Price Time in Time in Years Periods Coupon Rate 0.5 0.00% 1 2 0.00% 1.5 3 6.00% 2 4 6.25% 2.5 5 6.50% 3 6 6.75% 3.5 7 7.00% 4 8 7.50% 4.5 9 7.75% 5 10 8.00% 5.5 11 8.25% 6 12 10.00% 6.5 13 10.25% 7 14 10.50% 7.5 15 10.75% 8 16 11.00% Assume that par = Given Calculated YTM 6.00% 6.25% 6.50% 6.75% 7.00% 7.25% 7.50% 7.75% 8.00% 8.25% 8.50% 8.75% 9.00% 9.25% 9.50% 9.75% 100