1. Given the following table:

Year	Yield to Maturity Percentage	Spot Rate Percentage
0.5	10.50%	10.50%
1.0	11.00%	11.00%
1.5	11.50%	11.54%
2.0	12.00%
2.5	12.50%

1. Fill in the missing spot rates assuming the 0.5- and 1-year securities are zero-coupon instruments and the securities maturing from 1.5 years and beyond are selling at par.
2. Calculate the price of a 10% 2-year treasury security with semiannual payments.