You must strip the following bond : BOND 21/12/22 coupon rate 3% biannual frequency using the following term structure settlement date 21.12.2020 maturity 6m ly 1.5y yields -0.60% -0.49% -0.42% -0.44% -0.27% -0.33% -0.12% -0.19% 2y 2,57 3,57 4y You must strip the following bond : BOND 21/12/22 coupon rate 3% biannual frequency using the following term structure settlement date 21.12.2020 maturity 6m ly 1.5y yields -0.60% -0.49% -0.42% -0.44% -0.27% -0.33% -0.12% -0.19% 2y 2,57 3,57 4y