Please help with the following questions:

QUESTION 11 A 7% U.S. corporate bond is priced for settlement on May 18, 2015. The bond makes semiannual coupon payments on January 20 and July 20 of each year, and matures on July 20, 2019. The bond uses the 30/360 day-count convention for accrued interest. Given that stated annual yield-to-maturity is 6.5%, the full price of the bond per 100 of par value on May 18, 2015, is closest to $101.7432 $103.7054 $104.0836 QUESTION 12 A 20-year, 8.5% annual coupon bond selling for 5954.36 offers a yield of 9% 10. 8% QUESTION 13 Consider a four-year floating-rate note that pays 3 month Libor plus 120 basis points. It makes coupon payments quarterly. Currently, 3-month Libor is 2% and the FRN is priced at 101.5. What is the bonds required margin? 0.80% 1.20% 1.35% QUESTION 14 Consider the following spot rates 1-year 3.20% 2-year 2.80% 3.year 2.70% The no-arbitrage price of a 3-year, 34% annual-pay bond is closest to 99.67. 100.32 101.97. QUESTION 15 if the market price of a coupon-paying bond is higher than the value estimated using spot rates (ie.no-arbitrage value), what would be the strategy that may create an arbitrage opportunity? Buy the coupon-paying bond and a series of zero-coupon bonds at the same time. Buy the coupon-paying bond and short sett a series of zero-coupon bonds at the same time. Short sell the coupon paying bond and buy a series of zero-coupon bonds at the same time