You observe the yields of the Treasury securities in the following table $($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.

a$.$ Calculate the missing spot rates.

b$.$ What should the price of a $6\%6-$year Treasury security be$?$

c$.$ What is the $6-$month forward rate starting in the sixth year?