What are the zero prices for the 6-month, the 1-year, the 18-month, and the 2-year Treasury securities above, respectively?

(2) What is the 6-month forward rate beginning 1 year from today?

(3) What is the 1-year forward rate beginning 6 months from today?

(4) Given the zero prices obtained in (1) above, what should be the price of a 2-year T-note with 7.5% annual coupon (also paid semi-annually) with $1,000 par value per share?

Please note that actual coupons are paid semi-annually, i.e., one half of the annual coupon.

Based on the information given above, please answer the following four questions:

                             

Bond	Treasury   Security	Maturity	Annual   Coupon	Price	Par   Value
A	T-bill	6 months	0%	$984.0240	$1,000
B	T-bill	1 year	0%	$966.1280	$1,000
C	T-note	18 months	3.875%	$999.0625	$1,000
D	T-note	2 years	4.625%	$1,009.0625	$1,000