You observe two most recently issued securities: $6-$month T$-$Bill $($zero coupon$)$ with yield $5\mathrm{.}25\%$ p$.$a$.,$ and $2-$year T$-$Note with coupon rate of $6\%$ p$.$a$.$ are selling at par of $100.$ All bonds in the market are semi$-$annual payments. Using this information to answer questions $19-20.$

$19.$ Which of the following information would be incorrect?

A$.$ The current $6-$month spot rate is $5\mathrm{.}25\%$ p$.$a$.$

B$.$ The yield to maturity of $2-$year T$-$note is $6\%$ p$.$a$.$

C$.$ The correct market price of $1-$year Treasury note with par of $100$ and coupon rate of $5\mathrm{.}5\%$ should be about $100.$

D$.$ The spot rate in $1\mathrm{.}5-$year$$s time should be $5\mathrm{.}75\%$ p$.$a$.$

$20.$ Which of the following statement is incorrect?

A$.$ The $6-$month forward rate $12$ months from now is $6\mathrm{.}273\%$

B$.$ The best forecast of spot rate $12$ months from now is $6\mathrm{.}273\%$

C$.$ The best forecast of spot rate in two year$$s time should be $6\%$

D$.$ The market expects that interest rates will go up in the next two years.