1. You see the following T-Bill and T-Note rates in WSJ on 2/10/2022.
   1. Calculate the 2-year and 3-year spot rates
   2. Graph the yield curve up to 3-years
   3. Calculate the forward interest rates for the 6 month and the second year

Bond	Coupon	YTM
1m T-Bill	0	0.045%
3m T-Bill	0	0.402%
6m T-Bill	0	0.776%
1y T-Bill	0	1.125%
2y T-Note	0.875	1.587%
3y T-Note	1.5	1.824%

2. Assuming that the risk-free zero rates are calculated per annum with continuous compounding from the above table. Calculate the price of a hypothetical 2-year bond with a face value of 100, that pays a coupon of 2% per annum paid semiannually.