I've been practicing on pricing bonds. However, I came upon two similar problems in which spot rates are involved. The problem for me is, how to price a two-year bond with the first year paying zero interest and the second year paying a coupon. In the website provided, neither problem provides a coupon for the bond as a whole.

How is it possible to solve it? The problem focuses on calculating spot and forward rates. I'm just curious what would the price be.

http://educ.jmu.edu/~drakepp/FIN378/spot_forward_problems.pdf