please show your working to help me understand.

Q2. You are given the information of the flowing three Treasury securities. The price quoted are based on a par value of $1,000, and in case of a coupon bond, the coupon is paid semi-annually. All rates are quoted on an annual basis. Maturity (months) Annualised coupon rate (%) Yield to maturity (%) 6 0.00 7.00 12 8.00 8.00 18 12.00 9.00 a) What are the prices of the 6-, 12- and 18-month bonds? [5 marks] b) Use the information given, calculate the annualised 6-, 12- and 18-month spot rate