Given Treasury discount factors as following:

Maturity	Discount Factor
0.5	0.97561
1	0.94260
1.5	0.90851
2	0.87144

what is the price of a semi-annually compounded Treasury STRIPS with 1-year maturity and face value $1,000? (Enter your answer as a decimal rounded to 2 decimal places)

Use the same data given in the problem 6 and calculate the Treasury spot rate at 1-Year tenor point, . (Enter your answer as a decimal rounded to 4 decimal places)

Use the same data given in the problem 6 and calculate the Treasury spot rate at 2-Year tenor point, . (Enter your answer as a decimal rounded to 4 decimal places)

Use the same data given in the problem 6 and calculate an arbitrage-free forward rate for a forward contract that is a one-year zero-coupon bond starting from the end of the first year and ending at the end of the second year ? (quoted in Annual Percentage Rate with semi-annual compounding)? (Enter your answer as a decimal rounded to 4 decimal places)

Use the same data given in the problem 6, if a semi-annually compounded Treasury bond with 2-year maturity and face value $1,000 is priced at par, what is the coupon rate of this bond? (Enter your answer as a decimal rounded to 4 decimal places)