The cash price of a 1.5-year Treasury bill is 102.9 at present. The bond pays an annual coupon of 5 which is paid on a semi- annual basis. The 5 year and 1 year zero rates have already been calculated as 0.012606 and 0.014361. Calculate the one-and-a-half-year zero rate (Hint: The bonds' face values would be 100.) Report your answer in decimal format rounded to four decimal places. (It is suggested that you carry six decimal places in your calculations, but round your final answer to four decimal places.) Answer: Check The cash price of a 2-year Treasury bill is 104 at present. The bond pays an annual coupon of 4 which is paid on a semi- annual basis. The 5 year, 1 year, and 1.5 year zero rates have already been calculated as 0.012253, 0.014738, and 0.01681. Calculate the two-year zero rate (Hint: The bonds' face values would be 100.) Report your answer in decimal format rounded to four decimal places. (It is suggested that you carry six decimal places in your calculations, but round your final answer to four decimal places.) Answer: Check