You want to build a 1.5-year spot curve using the bootstrapping method. In doing this you notice the following bonds are priced in the market. When finished, please provide me with a 3-period spot curve (spot rates) on your paper test with all of your backup work. - A Treasury Bill priced at $99.40 that matures in exactly 6 months ( 0.5 years) - A Treasury Bill priced at $96.90 that matures in exactly 1 year - A Treasury Bond priced at $99.13 has a 3.20\% coupon that matures in exactly 1.5 years. Assume semi-annual payments for the US Treasury coupon bond and semi-annual compounding for all bonds. Also assume coupon payments land exactly on the 6m,1y and 1.5y periods Deliverable: Provide a full, 3-period spot curve. Give me all 3 spot rates