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Four Treasury securities data from today's Wall Street Journal are provided below: Bond Treasury Security Maturity Annual Coupon Price Par Value A T-bill 6 months

Four Treasury securities data from today's Wall Street Journal are provided below:

Bond Treasury Security Maturity Annual Coupon Price Par Value
A T-bill 6 months 0% $984.0240 $1,000
B T-bill 1 year 0% $966.1280 $1,000
C T-note 18 months 3.875% $999.0625 $1,000
D T-note 2 years 4.625% $1,009.0625 $1,000

Please note that actual coupons are paid semi-annually, i.e., one half of the annual coupon.

Based on the information given above, please answer the following five questions:

Given the zero prices obtained in (1) above, what should be the price of a 2-year T-note with 7.5% annual coupon (also paid semi-annually) with $1,000 par value per share?

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