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Time to Maturity Coupon Rate Yield to Maturity Price 0.5 0% 8% 96.150 1.0 0% 8.3% 92.190 1.5 8.5% 8.9% 99.450 2.0 9% 9.2% 99.640 2.5 11% 9.4% 103.490 Note: All coupons are paid semi-annually and the par value is $100. 1. Find the zero-coupon rates for periods 1 through 5. 2. Find the forward spot rates for periods 0 through 4. (A total of five spot rates.) 3. Use the spot rates to price a Treasury bond with 2.5 years to maturity and a coupon rate of 10%. Time to Maturity Coupon Rate Yield to Maturity Price 0.5 0% 8% 96.150 1.0 0% 8.3% 92.190 1.5 8.5% 8.9% 99.450 2.0 9% 9.2% 99.640 2.5 11% 9.4% 103.490 Note: All coupons are paid semi-annually and the par value is $100. 1. Find the zero-coupon rates for periods 1 through 5. 2. Find the forward spot rates for periods 0 through 4. (A total of five spot rates.) 3. Use the spot rates to price a Treasury bond with 2.5 years to maturity and a coupon rate of 10%