Question: Consider a $1000 par value, 2-year T-Bond with a 4.25% semi-annual coupon payment ($21.25 per period). Use the following Treasury (Bill and/or Strip) zero rates

Consider a $1000 par value, 2-year T-Bond with a 4.25% semi-annual coupon payment ($21.25 per period). Use the following Treasury (Bill and/or Strip) zero rates to find the current value of the bond. Assume today is March 2021

Date	t	Zero Rates
Sept 2021	0.5	0.50%
March 2022	1.0	1.25%
Sept 2022 March 2023	1.5 2.0	2.00% 2.50%

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