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Q 61. You are interested in valuing a 2-year semi-annual corporate coupon bond using spot rates but there are no liquid strips available. However, you

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Q 61. You are interested in valuing a 2-year semi-annual corporate coupon bond using spot rates but there are no liquid strips available. However, you do find the following 4 comparable semi-annual bonds (below) maturing over the next 2 years. What is the 6-month spot rate?+ Time remaining to maturity Coupon Bond price 6 months+' | 0.00090., 99.000+' 1 year 18 months 1.250% 98.000 | 1.500%+) 97.00042 |+' 2 years- 1.250%96.000* 1.000%+' 1010964 2.000964 2.02096 2.030964

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