Bootstrap: You are given these prices for three Treasuries with semi-annual payments:

Bond	Maturity (Years)	Coupon Rate (%)	Price
A	0.5	8.00	97.561
B	1.0	4.00	90.703
C	1.5	6.00	80.496

a)Construct combinations, or portfolios, of these securities that replicate (mimic) zero coupon bonds with maturities 0.5, 1.0, and 1.5 years.

b)Use the synthetic zeros (coupon securities held in a portfolio that mimic zeros) to compute their prices.

c) Use the prices of zeros to compute spot rates and forward rates