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3. (30%) You observe the yields of the following Treasury securities at below (all yields are shown on a bond- equivalent basis). All the securities maturing from 1.5 years on are selling at 105. The 0.5 and 1.0-year securities are zero-coupon instruments. Year (Period) Yield to Maturity (%) Spot Rate (%) 0.5 (1) 5.25 5.25 1.0 (2) 5.50 5.50 1.5 (3) 5.75 5.76 2.0 (4) 6.00 ? 2.5 (5) 6.25 (a) Calculate the missing spot rates. (b)What is the six-month forward rate starting in the second year