Can you answer 7.1.11? I don't know if you'll need 6.1.3, but I added the question below.

*7.1.11 Using a 3-year 10% bond with a face amount of 100 and term % i) , 14 t=1 structure (1) of Exercise 6.1.3, find da EK [1+cio,se+a)]and , (" find da ik,[1+2(.0990+a)]" at a=0. 14 t=1 6.1.3 A 10% bond with face amount 100 matures in 3 years. (a) Find the value of the bond based on each of the following term structures for zero coupon bond spot rates, where so(t) denotes the nominal annual spot rate convertible semiannually for a t- year term zero coupon bond. (i) so(.5)=.075 So (1)=.0775 so (1.5)=.08 so(2)=.08 so (2.5)=.0825 So (3) =.085 (ii) so(.5) =.14 so(1) =.1375 so(1.5) =.135 so(2)=.1325 S. (2.5) = 13 so(3)=.1275 (iii) so(.5)=.12 so(1)=.12 ) So(1.5)=.12 So (2)=.12 So (2.5)=.12 so(3) =.12 (b) For each of the bond prices found in (a), find the corresponding yield to maturity. (c) Repeat part (a) for an 8% bond and for a 12% bond. = *7.1.11 Using a 3-year 10% bond with a face amount of 100 and term % i) , 14 t=1 structure (1) of Exercise 6.1.3, find da EK [1+cio,se+a)]and , (" find da ik,[1+2(.0990+a)]" at a=0. 14 t=1 6.1.3 A 10% bond with face amount 100 matures in 3 years. (a) Find the value of the bond based on each of the following term structures for zero coupon bond spot rates, where so(t) denotes the nominal annual spot rate convertible semiannually for a t- year term zero coupon bond. (i) so(.5)=.075 So (1)=.0775 so (1.5)=.08 so(2)=.08 so (2.5)=.0825 So (3) =.085 (ii) so(.5) =.14 so(1) =.1375 so(1.5) =.135 so(2)=.1325 S. (2.5) = 13 so(3)=.1275 (iii) so(.5)=.12 so(1)=.12 ) So(1.5)=.12 So (2)=.12 So (2.5)=.12 so(3) =.12 (b) For each of the bond prices found in (a), find the corresponding yield to maturity. (c) Repeat part (a) for an 8% bond and for a 12% bond. =