Assume the following par yields for the on-the-run Treasury yield curve. Period Years Date 2/15/20141 8/15/20142 2/15/2015 3 8/15/2015 4 2/15/20165 8/15/2016 6 Par Yield coupon rate 2.10% (BEY of 6-month T-bill) 2.30% (BEY of 1-year T-bill) 2.50% 2.70% 3.00% 3.40% 0.5 1.5 2.0 2.5 3.0 1. Calculate the spot rate curve from the par yield curve using bootstrapping. Show all calculations and include six decimal places. Assume the following par yields for the on-the-run Treasury yield curve. Period Years Date 2/15/20141 8/15/20142 2/15/2015 3 8/15/2015 4 2/15/20165 8/15/2016 6 Par Yield coupon rate 2.10% (BEY of 6-month T-bill) 2.30% (BEY of 1-year T-bill) 2.50% 2.70% 3.00% 3.40% 0.5 1.5 2.0 2.5 3.0 1. Calculate the spot rate curve from the par yield curve using bootstrapping. Show all calculations and include six decimal places