Q1. What is the price on a 5.75-year floating rate bond that pays a semiannual coupon (no spread)? We know the following:

There is a coupon bond paying 3% quarterly P(0, 0.25) = 100.0448.

Last quarter the semiannually compounded rate was 3%.

Q2. Using the continuously compounded rate below, compute the dollar duration of the following portfolio:

Long one unit 1-year coupon bond paying 3.5% semi-annually.

Short two units 5.25-year floating rate bond with zero spread paid quarterly.

r(0, 0.5) = 6.49%, r(0, 1) = 6.71%

Please show the calculation step by step.