A part is already answered by one of chegg expert. now please answer only Part B. this my 3rd time im posting the same question

3. Today is May 15, 2015. (a) Compute the discount curve ZO, T) for T= 6 month, 1 year, 1.5 years, and 2 years from the following data (All the coupons are paid semiannually for the T-Bills and T-notes) (keep four decimal points): A 6-month zero coupon bond priced at $96.80 (issued 5/15/2015) A l-year note with 5.75 % coupon priced at $99.56 (issued 5/15/2013) A 1.5-year note with 7.5% coupon priced at $ 100.86 (issued 11/15/2006) A 2-year note with 7.5 % coupon priced at $ 101.22 (issued 5/15/2007) (b) Once you get the discount curve Z(0, T), you take another look at the data and you find the following 1-year bonds: i. A l-year note with 8.00% coupon priced at $ 102.13 (issued 5/15/2006) ii. A l-year bond with 12.47% coupon priced at $107.00 (issued 5/15/2000) (1) Compute the prices for these bonds with the discount factors you found. Are the prices the same as what the market says? (2) Suppose 6-month zero coupon bond and 1-year zero coupon bond are correctly priced. Is there an arbitrage opportunity? If yes, what is the trading strategy and how much profit you can get? According to chegg's policy I am bound to solve first question given above, I hope you understand the policy, B H 6 Months Bond Face Value Year Price 100 96.8 6.61% 0.5 1 1.5 2 Rate 6.61% 6.21% 6.89% 6.84% Yield Rate 5.75% 99.56 6.21% Yield Rate 7.00% 6.90% 530% 1 Year Bond 7 Coupon Rate 8 Price 9 Yield Rate 10 11 1.5 Year Bond 12 Coupon Rate 13 Price 14 Yield Rate 15 16 2 Year Bond 17 Coupon Rate 18 Price 19 Yield Rate 20 21 7.50% 100.86 6.89% 6.70% 6.50% 6.50% 5.40% 6.30% 7.50% 101.22 6.84% 5.20% 6.10% 0 0.5 1 1.5 2 2.5