how to calculate DV01 of zero coupon?what 's y/2 and 1 100 ,how can I get 0.0665?

Sarah is a risk manager responsible for the fixed income portfolio of a large insurance company. The portfolio contains a 30-year zero coupon bond issued by the US Treasury (STRIPS) with a 5% yield. What is the bond's DV01? 0.0161 0.0665 0.0692 0.0694 Explanation: The DV01 of a zero-coupon is DV01 = 30/100 (1 + y/2)^2T + 1 100 (1 + 5%/2)^61 = 0.0665