You observe the yields of the following Treasury securities (all yields are shown on a bond-equivalent basis):4 Year (Period)Yield to Maturity (%)Spot Rate (%)- 5.40 5.50 5.70 6.00 6.25 5.40. 5.50 e 5.71 1.0 (2) 1.5 (3) 2.0 (4) 2.5 (5) All the securities maturing from 1.5 years on are selling at par. The 0.5 and 1.0-year securities are zero-coupon instruments. Answer the below questions.' Calculate the missing spot rates.* You observe the yields of the following Treasury securities (all yields are shown on a bond-equivalent basis):4 Year (Period)Yield to Maturity (%)Spot Rate (%)- 5.40 5.50 5.70 6.00 6.25 5.40. 5.50 e 5.71 1.0 (2) 1.5 (3) 2.0 (4) 2.5 (5) All the securities maturing from 1.5 years on are selling at par. The 0.5 and 1.0-year securities are zero-coupon instruments. Answer the below questions.' Calculate the missing spot rates.*