please do not answer in excel, thanks.

13. You observe the yields of the following Treasury securities at below (all yields are shown on a bond-equivalent basis). 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. (b) What should the price of a 6\% 5.5-year Treasury security be? (c) What is the six-month forward rate starting in the seventh year