Use the following information to answer parts (a) and (b) below. Floaters A and B in the table below each has a par value of $100 and pays coupons semiannually. On a BEY basis, the 6-month LIBOR is now 4%. (a) Compute the simple margin of each floater. (5 marks) (b) What is the discount margin of each floater? Please show your calculations. (8 marks) (c) Use the hypothetical Treasury spot rate curve below to compute the zero-volatility spread relative to the Treasury spot rate curve for a 3.5-year 4\% coupon (BEY) \$100 par corporate bond currently selling at \$92.052694. Please show your calculations. (7 marks) Use the following information to answer parts (d) and (e) below. The par value is $100. All the interest rates are on a BEY basis. (d) What are the 2.5-year and 3-year spot rates, respectively? (5 marks) Use the following information to answer parts (a) and (b) below. Floaters A and B in the table below each has a par value of $100 and pays coupons semiannually. On a BEY basis, the 6-month LIBOR is now 4%. (a) Compute the simple margin of each floater. (5 marks) (b) What is the discount margin of each floater? Please show your calculations. (8 marks) (c) Use the hypothetical Treasury spot rate curve below to compute the zero-volatility spread relative to the Treasury spot rate curve for a 3.5-year 4\% coupon (BEY) \$100 par corporate bond currently selling at \$92.052694. Please show your calculations. (7 marks) Use the following information to answer parts (d) and (e) below. The par value is $100. All the interest rates are on a BEY basis. (d) What are the 2.5-year and 3-year spot rates, respectively