Assume that the following semi-annual pay coupon bonds are available for delivery against a futures contract. Calculate the conversion factors for these bonds. Do not use a dollar sign (conversion factors are not denominated in dollars). Use a 6% annual rate to discount these cash flows. Bond 1: $100 par, coupon = 5%; time to maturity: 7 years Bond 2: $100 par; coupon = 4%; time to maturity: 6.5 years Bond 3: $100 par; coupon = 8%; time to maturity: 9 years Bond 4: $100 par, coupon = 9%; time to maturity: 8 years State your answer as a decimal, rounded to four places, with a zero before the decimal: for example: 0.7640. If you answer without this zero first, Canvas will mark it wrong. If this happens/happened to you and you are out of attempts, let me know