Consider the following set of Treasury securities: (a) 1 year Treasury Bill (b) 5 year Treasure Note with a 3.5% semi-annual coupon (c) 15 year Treasury Bond with a 4.75% semi-annual coupon For each of these bonds, assuming a $1000 face value, describe them as a series of zero coupon bonds. In particular, show the face value and maturity dates for each of these bonds