help with these 2 asap

A Treasury coupon bond that pays interest semi-annually has a par value of $1,000, a maturity of 2 years, and a coupon rate of 5.0%. What is the arbitrage-free value of this coupon bond based on the following spot rates: Year Period Spot Rate t/2 t Zt 0.5 1 3.00% 1 2 3.50% 1.5 4.00% 2 4 4.50% O A. $1,019.04 W N B. $1,000 O C. $929.36 O D. $1,010.05 O E. $1,106.24 A coupon bond with a par value of $1,000 that pays interest semi-annually is selling at a price of $930, matures in seven years, and has a coupon rate of 5.6%. The yield to maturity on this bond is ; the current yield on this bond is O A. 5.60%; 5.93% B. 5.60%; 5.60% O C. 3.44%; 3.01% D. 6.88%; 6.02% O E. 5.93%; 5.60%