a. Calculate the spot rates. b. What should the price of a 6\% 6-year Treasury security be? c. What is the 6-month forward rate starting in the sixth year? 2. Following are the "benchmark" Treasury coupon securities (hypothetical). Settlement Date was August 31, 2017. Prices are quoted in 32nds. Show the formulas that you have used. a. Fill out the missing information in an Excel table with appropriate calculations. b. Assume that one-year zero-coupon yield is 3.5%. Create a complete yield curve using an appropriate technique. 3. Using the term structure model with mean-reverting interest rate create an inverted yield curve showing 1, 2, 3, 4, and 5-year yields. You need to set appropriate parameters to achieve this. a. Calculate the spot rates. b. What should the price of a 6\% 6-year Treasury security be? c. What is the 6-month forward rate starting in the sixth year? 2. Following are the "benchmark" Treasury coupon securities (hypothetical). Settlement Date was August 31, 2017. Prices are quoted in 32nds. Show the formulas that you have used. a. Fill out the missing information in an Excel table with appropriate calculations. b. Assume that one-year zero-coupon yield is 3.5%. Create a complete yield curve using an appropriate technique. 3. Using the term structure model with mean-reverting interest rate create an inverted yield curve showing 1, 2, 3, 4, and 5-year yields. You need to set appropriate parameters to achieve this