Bootstrap the Treasury discount function using the August $15,2003$ prices of Treasury coupon bonds given in Exhibit $1.$ You can assume that the times between coupon payments are exactly one$-$half year, so the maturities beginning at $2/15/2004$ can be denoted as $0\mathrm{.}5,1,1\mathrm{.}5,2,2\mathrm{.}5$ and so on$.$ Compute the spot curve for semiannually compounded yields. Please show formulas and provide any work done through Excel.