The Treasury yield curve (in percent per annum) is given below. Fill in the yield of the missing maturities using linear interpolations, and calculate the zero-coupon yield curve.

What is the price of a 2-year Treasury note with a par value of $1,000 and an annual coupon of 3%?

2 3 4 5 6 7 8 9 10 1 1.5 2 2.5 3 3.5 4 4.5 5 period 1 year 0.5 Treasury yield 3.94 zero-coupon yield 3.94 4.27 4.80 5.33 5.66 5.99 6.21 6.42 6.64 6.85 4.27 4.83 5.40 5.76 6.14 6.39 6.64 6.91 7.19