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Problem 1: (10 points) You observe the yields of the following Treasury securities (all yields are on a bond- equivalent basis) as shown in Table 1. All the securities maturing from 1.5 years on are selling at par. The 0.5 and 1.0-year securities are zero-coupon instruments. Answer the below questions. Table 1 Year (Period) Yield to Maturity (%) Spot Rate (%) 0.5 (1) 5.25 5.25 1.0 (2) 5.50 1.5 (3) 5.75 5.76 2.0 (4) 6.00 6.02 2.5 (5) 6.25 ??? 3.0 (6) 6.50 3.5 (7) 6.75 6.82 4.0 (8) 7.00 7.10 4.5 (9) 7.25 7.38 5.50 ??? a. Calculate the missing spot rate. (7 points) b. What is the six-month forward rate starting in the fourth year? (3 points) Problem 1: (10 points) You observe the yields of the following Treasury securities (all yields are on a bond- equivalent basis) as shown in Table 1. All the securities maturing from 1.5 years on are selling at par. The 0.5 and 1.0-year securities are zero-coupon instruments. Answer the below questions. Table 1 Year (Period) Yield to Maturity (%) Spot Rate (%) 0.5 (1) 5.25 5.25 1.0 (2) 5.50 1.5 (3) 5.75 5.76 2.0 (4) 6.00 6.02 2.5 (5) 6.25 ??? 3.0 (6) 6.50 3.5 (7) 6.75 6.82 4.0 (8) 7.00 7.10 4.5 (9) 7.25 7.38 5.50 ??? a. Calculate the missing spot rate. (7 points) b. What is the six-month forward rate starting in the fourth year? (3 points)