Question 1,18 points The following U.S. Treasury bonds pay coupons semi-annually and have a face value of $1,000 (the coupon rate in the table is the annual coupon rate). Bond Coupon Price Maturity 6 months 12% $985.80 $930.10 12 months 9% a. List the cash flows for the bonds (from the coupons and principal) in the following table. (2 points) Bond 6 months 12 months A 3 b. Using the principle of "no arbitrage," calculate the prices of one-dollar zero-coupon bonds that mature in 6 and 12 months. That is, fill in the missing prices in the following table. (Hint: these prices are the same as the 6- and 12-month discount factors) (5 Points) Bond Price 6 months 12 months 21 1 0 Z2 0 1