We have the following option-free bonds which we assume are accurately priced: 1. Use the boostrapping technique to find the four zero-coupon spot rates (Z1Z4) (remember that the first two spot rates are determined using the zero-coupon bills issued one year and shorter). 2. Find the three implied forward 6-month interest rates (1f11f3) bond equivalent yield (make sure your answer is an annualized 6-month rate). 3. Using 6-month spot rate and the rates you calculated in (b) above, what should be the correct price for a similar option-free bond which matures in 2 years and has a 6.0% coupon rate