The words in red are just tips, you can solve it without the related information sheet.

Q2. Based on below table, TABLE 1.1 Selected Treasury Bond Prices for Settlement on February 15, 2001 Coupon Maturity Price 7.875% 8/15/01 101-12314 14.250% 2/15/02 108-31+ 6.375% 8/15/02 102-5 6.250% 2/15/03 102-18/8 5.250% 8/15/03 100-27 a. Find the prices of those bonds in decimal. (refer to ppt #11 in LN04 for the special bond quotations, and info slides if you are interested.) b. Find the discount factors for years 0.5 to 2.5. (ppt #4~6 in LN02) c. Find the spot rate with maturities from year 0.5 to 2.5. (ppt #10 in LN02) Q2. Based on below table, TABLE 1.1 Selected Treasury Bond Prices for Settlement on February 15, 2001 Coupon Maturity Price 7.875% 8/15/01 101-12314 14.250% 2/15/02 108-31+ 6.375% 8/15/02 102-5 6.250% 2/15/03 102-18/8 5.250% 8/15/03 100-27 a. Find the prices of those bonds in decimal. (refer to ppt #11 in LN04 for the special bond quotations, and info slides if you are interested.) b. Find the discount factors for years 0.5 to 2.5. (ppt #4~6 in LN02) c. Find the spot rate with maturities from year 0.5 to 2.5. (ppt #10 in LN02)