a. (4 points) You are given the following yield curve (spot rates at different maturities). All rates are semiannually compounded. The annual coupon rate of a one-year bond is 6%. The coupons are paid semiannually and the face value of the bond is $100. What is the price of this bond? Maturity (year)

Maturity (Year)	Spot Rate
0.5	4%
1	4.5%
1.5	5%
2	5.5%

b. (6 points) The table shows a new set of zero coupon bonds:

Maturity (Year)	Price
0.5	99
1	96
1.5	93

Please (i) determine spot rates of the three zero coupon bonds on the table; (ii) If you wish to issue a 1.5-year bond that pays coupons semiannually, what coupon rate will you set so that this bonds price equals to face value of $100?