b) You are given some information on six bonds available on the market today (see the table below). Using the bootstrapping method calculate all the spot rates missing in the table and also fill in all the other missing information. Conclude on the shape of the spot curve that you have constructed. Extra information: Bond1 and Bond 2 are zero discount bonds with six months and one year maturity, respectively. Bond 3, Bond 5 and Bond 6 are sold at par. Hint: Fill in all the missing information in the table provided. The final computations for the required spot rates should be provided in the Spot Rate' column. Some of the missing information does not require calculations. Price Year YTM Spot Rate (Period) % % Coupon % Bond1 0.5 2 $0.5 =? Jat discount ? 1 Si=? ? Bond2 Bond3 2.3 2.5 Jat discount at PAR 1.5 3.37 ? Bond4 2 5.91 S2=? 102 4 Bond5 2.5 2 $2.5 = ? at PAR ? Bond 3 2 $3=? at PAR ? c) Use the spot rates from b) to calculate three forward rates. Assume discrete compounding. b) You are given some information on six bonds available on the market today (see the table below). Using the bootstrapping method calculate all the spot rates missing in the table and also fill in all the other missing information. Conclude on the shape of the spot curve that you have constructed. Extra information: Bond1 and Bond 2 are zero discount bonds with six months and one year maturity, respectively. Bond 3, Bond 5 and Bond 6 are sold at par. Hint: Fill in all the missing information in the table provided. The final computations for the required spot rates should be provided in the Spot Rate' column. Some of the missing information does not require calculations. Price Year YTM Spot Rate (Period) % % Coupon % Bond1 0.5 2 $0.5 =? Jat discount ? 1 Si=? ? Bond2 Bond3 2.3 2.5 Jat discount at PAR 1.5 3.37 ? Bond4 2 5.91 S2=? 102 4 Bond5 2.5 2 $2.5 = ? at PAR ? Bond 3 2 $3=? at PAR ? c) Use the spot rates from b) to calculate three forward rates. Assume discrete compounding