All interest rates are annual interest rates with semi-annual compounding. All coupon rates are annual rates paid semi-annually. All bonds have a $100 face value. In some of the questions you may want to use Taylor' approximation formula:

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dx Taylor first-order approximation: (x + Ax) f(x) + f (x) Ax Taylor' second-order approximation: f(x+Ax) f(x) + You may also find the following formulas useful: a) df(x) dx Ax +0.5 df(x) dx (Ax) 1 -- = and = dx x dx 2 dx Taylor first-order approximation: (x + Ax) f(x) + f (x) Ax Taylor' second-order approximation: f(x+Ax) f(x) + You may also find the following formulas useful: a) df(x) dx Ax +0.5 df(x) dx (Ax) 1 -- = and = dx x dx 2