The price of a 6-month Treasury bill is 98.99. The price of a one-year bond that provides a coupon of 6% per annum semiannually is 102.90. The price of a 1.5 year bond that provides a coupon of 8% per annum semiannually is 106.18. Which of the following is correct? Select one O a. The 6 month, 1 year and 1.5 year zero rates are 1.50%, 3.03% and 5.60%, respectively O b. The 6 month, 1 year and 15 year zero rates are 2.03%, 3.03% and 3.73%, respectively O c The 6 month, 1 year and 15 year zero rates are 1.50%, 3.03% and 3 73%, respectively 134 The risk free rate is 3% annually compounded. The beta of an asset with respect to the market portfolio is 1.5. The expected return on the market is 6% annually compounded. The futures price of a futures contract on the asset with 6 months to its delivery date is $200. The expected future spot price of the asset on the futures contract's delivery date is closest to: Select one O a $202 55 Ob $20355 CS204 55 Unsure