Suppose 6-month Treasury bills are trading at a YTM of 1.3%, 12-month T-bills are trading at a YTM of 2.7%. If 18-month Treasury notes with a coupon rate of 5% are trading at par ($100), then what is the 18-month spot rate? Assume semi-annual compounding. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. Question 7 2 pts Below is a list of prices for $1,000-par zero-coupon Treasury securities of various maturities. An 10% coupon $100 par bond pays an semi-annual coupon and will mature in 1.5 years. What should be the YTM on the bond? Assume semi-annual interest compounding for this question. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. Maturity (periods) Price of $1,000 par bond 1 943.4 2 873.52 3 770 0.065 Suppose 6-month Treasury bills are trading at a YTM of 1.3%, 12-month T-bills are trading at a YTM of 2.7%. If 18-month Treasury notes with a coupon rate of 5% are trading at par ($100), then what is the 18-month spot rate? Assume semi-annual compounding. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. Question 7 2 pts Below is a list of prices for $1,000-par zero-coupon Treasury securities of various maturities. An 10% coupon $100 par bond pays an semi-annual coupon and will mature in 1.5 years. What should be the YTM on the bond? Assume semi-annual interest compounding for this question. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. Maturity (periods) Price of $1,000 par bond 1 943.4 2 873.52 3 770 0.065