1. What are the zero prices for the 6-month, the 1-year, the 18-month, and the 2-year treasury securities above respectively?

2. What is the 6-month forward rate beginning 1 year from today?

3. What is the 1 year forward rate beginning 6 months from today?

4. Given the zero prices obtained in (1) above. What should be the price of a 2-year T-note with 7.5% annual coupon (paid semiannually). With 1000 par value per share?

5. Suppose the 2 year T-note with 7.5% annual coupon in (4) above is currently traded at $1,010 per share for 10,000 shares in the market. How can you construct a risk-free arbitrage deal using all five treasury securities above to lock in a positive profit today and zero obligations in the future? How much is the dollar profit in the deal?