Suppose that you observe the following yields of Treasury securities that are shown based on bond-equivalent basis (annualized rates with semi-annual payments):

What is the 1-year spot rate in percentage terms?

To calculate the 1.5 year theoretical spot rate using bootstrapping, what is the annual coupon rate in percentage terms for the synthetic bond you need to create?

Using bootstrapping, calculate the 1.5 year theoretical annualized spot rate in percentage terms. Please round your answer to 3 decimal places.

Similarly, calculate the 2 year theoretical annualized spot rate in percentage terms. Please round your answer to 3 decimal places.

What is the annualized 6-month forward rate, 6 month from now in percentage terms? Please round your answer to 3 decimal places.

What is the annualized one year forward rate, one year from now in percentage terms? Please round your answer to 3 decimal places.

Year to Yield to Spot Rates Maturity Maturity (\%) (\%) 0.56 1.06 1.55 2.04 2.53 34