All securities from 1.5 years on are selling at par. The 0.5-and 1.0-year securities are zero- coupon instruments. a) Calculate the missing spot rate. b) If the yield curve deviates a lot from the theoretical spot rate that we calculated; for example, the 2-year treasury note with 9.25% coupon has a higher yield than a package of zero-coupon instruments, what will happen?