Consider the following spot discount rates: Compute the 1.5 year spot discount factor. Compute the par yield for 2-year bonds. Unfortunately, the continuously compounded zero rate for bonds maturing in 2.5 years is not known. So, we deploy a bootstrapping method to find the interest rate on 2.5 year zero coupon bonds. Suppose now that luckily we find a 6% semiannual coupon bond maturing in 2.5 years and selling at par. Discuss your trading strategy today to lock in the yield on your 6-month investment you will make in 6 months. Compute the 1-year forward discount factor, which will begin in 6 months. Consider the following spot discount rates: Compute the 1.5 year spot discount factor. Compute the par yield for 2-year bonds. Unfortunately, the continuously compounded zero rate for bonds maturing in 2.5 years is not known. So, we deploy a bootstrapping method to find the interest rate on 2.5 year zero coupon bonds. Suppose now that luckily we find a 6% semiannual coupon bond maturing in 2.5 years and selling at par. Discuss your trading strategy today to lock in the yield on your 6-month investment you will make in 6 months. Compute the 1-year forward discount factor, which will begin in 6 months