You observe the yields of the following Treasury securities (all yields are shown on a bond-equivalent basis):

All the securities maturing from 1.5 years on are selling at par. The 0.5 and 1.0-year securities are zero-coupon instruments. Answer the below questions.
(a) Calculate the missing spot rates.
(b) What should the price of a 6% six-year Treasury security be?
(c) What is the six-month forward rate starting in the sixth year?

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