Exercise 6. Suppose that a broker quotes the price of unit zero-coupon bonds, with maturity times of (0.5, 1.0, 1.5, 2.0) years, to be respectively (0.95, 0.92, 0.86,0.84). Calculate the no-arbitrage price of a 2-year bond with face-value 500,000, semi-annual coupons at rate 4% per annum, and no redemption payment