Cannot find a way to solve for bond prices without r(0.5). Please help

Assume all coupon rates are paid semi-annually. Use face value of \$100. Consider 1-year and 2-year spot rates of r(1)=6.2% and r(2)=8.2% Consider the following bonds: Bond A: 2-year, 5% coupon bond; fairly priced Bond B: 2-year, 7\% coupon bond; fairly priced Bond C: 2-year, zero-coupon bond; incorrectly priced at $83 a) (1 point) Calculate bond C's fair price. b) (3 points) Find an arbitrage strategy by trading the 3 bonds available to you, replicating the cash flows from Bond C. How many of each bond will you trade? Which bonds would you buy or sell? For reference, fill out the following table