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Estimate the price of a Treasury Bond that matures in 1 8 months and pays coupons semi - annually using the ZCB yields in the

Estimate the price of a Treasury Bond that matures in 18 months and pays coupons semi-annually using the ZCB yields in the table below. The Treasury Bonds coupon rate is 2.5% per annum and face value is $1,000. Show how you calculated your answer.
Maturity (years) ZCB Yield (%p.a.)
0.52.50
12.70
1.53.00
23.15

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