13. You observe the yields of the following Treasury securities (all yields are shown on a bond-equivalent basis): All the securities maturing from 1.5 years on are selling at par. The 0.5 and 1.0-year securities are zerocoupon instruments. Answer the below questions. (a) Calculate the missing spot rates. (b) What should the price of a 6% six-year Treasury security be? (c) What is the six-month forward rate starting in the sixth year