(all yields are All the securities manurmg uom 1.3 years on are seung at par. I ne v.s and 1. U-year securities are zerocoupon instruments. Answer the below questions (a) Calculate the missing spot rates. All the securities maturing from 1.5 years on are selling af par. The 0.5 and 1.0-year securities are zerocoupon instruments. Answer the below questions (a) Calculate the missing spot rates. Name: Chapter 6 Homework Problems Section: (b) What should the price of a 5% four-year Treasury security be? (all yields are All the securities manurmg uom 1.3 years on are seung at par. I ne v.s and 1. U-year securities are zerocoupon instruments. Answer the below questions (a) Calculate the missing spot rates. All the securities maturing from 1.5 years on are selling af par. The 0.5 and 1.0-year securities are zerocoupon instruments. Answer the below questions (a) Calculate the missing spot rates. Name: Chapter 6 Homework Problems Section: (b) What should the price of a 5% four-year Treasury security be