There are four zero-coupon Treasury bonds as follows:

Maturity (years)	Price ($)
0.5	979.43
1.0	955.54
1.5	928.60
2.0	897.17

Assume that the face values are $1000 for all the bonds.

Determine the quasi-modified duration for the given 1.0-year zero-coupon bond. ____________ (Keep 2 decimal places)

The price for a 2-year Treasury note with semi-annual coupon payments is $ 987.42. Find the annual coupon rate for the note, and hence determine its quasi-modified duration.

Coupon rate: ___________% (Keep it in percentage format with 2 decimal places, e.g. xx.12%)

Qusi-modified duration: __________ (Keep 2 decimal places)