you are creating a yield curve in order to price some forward rate agreements. You have assembled the following prices for bonds (all of which pay semi-annual coupons): Maturity Coupon (per annum) Price (per $100 face value) 6 months 2.25% 98.1363 12 months 1.75% 95.3758 18 months 6.50% 99.1579 (a) What are the discount factors for: i. 6 months? ii. 12 months? iii. 18 months? (b) What is the 6-18 month forward rate, quoted with semi-annual compounding?