6.4.4 The current term structure has the following nominal annual spot rates, i2) 18-month: % 12-month: 10%, 6-month: 8%, 1. Based on this term structure, a 13-ycar bond with (nominal annual) coupon rate 10% has a YTM of 11%. Find x 2. Suppose that the forward rate (quoted as a nominal annual rate of interest) for the period from 1 to 1 years is 11% . Find r in that case. 3. You predict that 6 months from now, the 6-month spot rate will be 10%. Construct a strategy to implement now involving sale an purchase of zero coupon bonds that will make a profit for you if your prediction is correct