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A two-year treasury bond has a face value of USD 100,000, with an annual coupon rate of 8% paid semiannually. The spot rates, as shown

A two-year treasury bond has a face value of USD 100,000, with an annual coupon rate of 8% paid semiannually. The spot rates, as shown in the table below: Maturity Period (Years) Spot Rate (%) 0.5 6.0 1.0 6.5 1.5 7.0 2.0 7.5 Calculate the value of the bond if: i) Spot rates increase by five basis points? ii) Spot rates decrease by five basis points

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