you observe the yields of the following Treasury securities $($all yields are shown on a bond$-$equivalent basis$)$:

All the securities maturing from $1\mathrm{.}5$ years on are selling at par. The $0\mathrm{.}5$ and $1\mathrm{.}0-$year securities are zero$-$coupon instruments. Answer the below questions.

a$)$ Calculate the missing spot rates. $(0\mathrm{.}3$ pts per missing rate$)$

b$)$ What should the price of a $6\%$ six$-$year Treasury security be$?(0\mathrm{.}8$ pts$)$

c$)$ What is the six$-$month forward rate $6$ years from now? $(0\mathrm{.}8$ pts$)$