Finance 101

Homework 15.

Cash prices of 6-month and 1-year Treasury bills are 95 dollar and 90 dollar. A 1.5 year treasury bond that will pay coupons of 4 dollar every half year sells for 95.9. A 2-year treasury bond that will pay coupons of 5 dollars every half year sells for 98.15. Please calculate the 6-month, 1-year, 1.5 year, and 2 year treasury zero rates. You can assume the principal is 100.