You observe the following par yield curve from the on the run U.S. Treasury market.

Years to Maturity 0.5 , 1 , 2 ,3

Par Yields (%) 1.5, 2 ,4,6.

a) Find the theoretical spot rates for the 1.5-year, 2-year, 2.5-year and 3-year maturities.

b) Determine the price of a Treasury note with a 5% annual coupon rate and 3 years remaining until maturity

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