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4.23. The cash prices of 6-month and 1-year Treasury bills are 94.0 and 89.0. A 1.5-year Treasury bond that will pay coupons of $4 every

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4.23. The cash prices of 6-month and 1-year Treasury bills are 94.0 and 89.0. A 1.5-year Treasury bond that will pay coupons of $4 every 6 months currently sells for $94.84. A 2-year Treasury bond that will pay coupons of $5 every 6 months currently sells for $97.12. Calculate the 6-month, 1-year, 1.5-year, and 2-year Treasury zero rates 4.24. "An interest rate swap where 6-month LIBOR is exchanged for a fixed rate of 5% on a

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