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The prices of the three US Treasury zero-coupon bonds that mature in 6, 12 and 18 months are: Time to Maturity 6 months 12

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The prices of the three US Treasury zero-coupon bonds that mature in 6, 12 and 18 months are: Time to Maturity 6 months 12 months Price: $999 $997.53 18 months $991 What is the price of the 18-month, 2.75% US Treasury coupon bond that pays semi- annual coupons if the face values of all bonds are $1,000? $1,000 $1,043.15 $1,032.08 $1,112.12

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