You are given the following yield curve (spot rates at different maturities) Note: All rates are semiannually compounded. The annual coupon rate of a one-year bond is 6%. The coupons are paid semiannually and the face value of the bond is $100. The price of this bond is (take three digits after the decimal point). The forward rate at which one can lend or borrow money 0.5 year from today for a period of 0.5 year (0.5fo.s) is %( take three digits after the decimal point). The expected six-month spot rate, six months from today assuming that risk premia is 0.5% per year is % (take three digits after the decimal point). 4 T I Maturity 0.5 1 1.5 2 2.5 3 3.5 4 Spot Rate 4.25% .5% 5% 5.5% 6% 6.5% 7% 7.5% I L