You see a 1.5y coupon bond, a 1.5 y zero, and a 2-year coupon bond trading in the market based on the table below. The coupon bearing instruments pay semi-annually and all instruments have 100 notional. Engineer a 2-year zero (also with 100 notional) and compute its no-arbitrage price.\ \\\\table[[Bond,Maturity,Annual Coupon,Price (decimal)],[1,

1.5y

,

7.220%

,101.73],[2,

1.5y

,

0.000%

,91.51],[3,

2y

,

7.875%

,103.48]]

You see a 1.5y coupon bond, a 1.5y zero, and a 2 -year coupon bond trading in the market based on the table below. The coupon bearing instruments pay semi-annually and all instruments have 100 notional. Engineer a 2-year zero (also with 100 notional) and compute its no-arbitrage price