You observe two most recently issued securities: 6-month T-Bill (zero coupon) with yield 5.25% 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 11. Which of the following information would be incorrect? A. The current 6-month spot rate is 5.25% 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 5.5% should be about 100. D. The spot rate in 1.5-year's time should be 5.75% p.a." 12. Which of the following statement is incorrect? A. The 6-month forward rate 12 months from now is 6.273% B. The best forecast of spot rate 12 months from now is 6.273% 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