1. Use this list of Treasury bond prices as of February 15, 2001 to answer the following questions. Coupon 8s Os 6s 10s Maturity 8/15/01 8/15/02 8/15/02 2/15/02 Quote 101 91.5 100 ? (a) Derive the 6-month, 1-year and 1.5-year discount factors using the 8s, Os and 6s. (b) What is the arbitrage-free price for the 10s given the discount factors from (a). (c) Compute the 6-month, 1-year and 1.5-year par yields. 1. Use this list of Treasury bond prices as of February 15, 2001 to answer the following questions. Coupon 8s Os 6s 10s Maturity 8/15/01 8/15/02 8/15/02 2/15/02 Quote 101 91.5 100 ? (a) Derive the 6-month, 1-year and 1.5-year discount factors using the 8s, Os and 6s. (b) What is the arbitrage-free price for the 10s given the discount factors from (a). (c) Compute the 6-month, 1-year and 1.5-year par yields