2) Given the following table: Year Spot Rate Percentage 10.5 1.0 1.5 2.0 2.5 Yield to Maturity Percentage 10.50% | 11.00% 11.50% 12.00% 12.50% 10.50% 11.00% 11.54% a. Fill in the missing spot rates assuming the 0.5- and 1-year securities are zero-coupon instruments and the securities maturing from 1.5 years and beyond are selling at par. b. Calculate the price of a 10% 2-year treasury security with semiannual payments. 2) Given the following table: Year Spot Rate Percentage 10.5 1.0 1.5 2.0 2.5 Yield to Maturity Percentage 10.50% | 11.00% 11.50% 12.00% 12.50% 10.50% 11.00% 11.54% a. Fill in the missing spot rates assuming the 0.5- and 1-year securities are zero-coupon instruments and the securities maturing from 1.5 years and beyond are selling at par. b. Calculate the price of a 10% 2-year treasury security with semiannual payments