5. You have the following price data on Treasury Zero Coupon Bonds Treas Secu 6-_Mth T-Bill 12-_Mth T- 2-Yr T-Note 3.5-Yr T- Note 5-Yr T-Note 7-Yr T-Note 12-Yr T- Bond Zeros Dollar Price 98.8646 97.3805 93.4955 86.3278 76.9866 61.7076 33.9872 a) Compute the interpolated Spot rate curve at 6-month intervals. You must compute the rates for 0.5 Years, 1 year, 1.5 Years, 2 years and so on up to 12 years (24 rates) Use the cubic spline Interpolation Excel add-in from http://www.srslsoftwa re.com/SRSICubicSplineFo rExcel. aspx It is free you need not pay if you download just the interpolation add-in. b) Use the interpolated spot curve to price a 2.5 Year corporate bond with a semiannual coupon of 10 The Z-Spread for this bond is 87 BP.