JUST POST ANSWER DONT NEED STEPS (This will be faster and ill give thumbsup)

Consider a 2-year inverse floating rate bond with the following coupon payments: c(t) = 18%-2.2*r(t-0.5) r(t-0.5) = semi-annually compounded floating interest rate paid 6-months in arrears The coupons are paid semi-annually. You are also given the following discount factors: T (years) 0.5 1.0 1.5 2.0 Z(0,t) 0.9875 0.9625 0.9375 0.9250 What is the price of this inverse floating rate bond? 120.00 103.50 126.81 110.31 114.28