Assume that the 1-year zero-coupon bond is sold at $89.78 and the yields to maturity for the coupon bonds selling at market prices equal to their face values are 11% and 13% for 1-year and 15-year issues respectively. Coupons are paid every 6 months and face values are $100 for all the bonds. (a) Calculate the spot rate curve (S0.5, S1, S1.5) (Keep your answer in decimal format 4 decimal places, eg. 01234 Do not give in percent format eg. 12,34%.) So.5: S1: 1.5 (b) Compute the quasi-modified duration for each of these bonds. (Keep 2 decimal places, e.g. xx.12.) Zero-coupon bond 11% coupon bond 13% coupon bond: (c) Determine the current price of an 14% coupon bond with face value $100 and 18 months to maturity. (Keep 2 decimal places, eg. XX 12)