D1	D2	D3	D4	D5	D6
10.7	13.7	8.7	103	107	107

Problem D. Take 3 semi-annua $100. They carry D1 percent, D2 percent and D3 percent coupons, mature in year, 1 year, and 1 year, with current market prices of D4, D5, and D6, respectively. Find the "crude" (which does not use regression) term structure of discount factor, spot interest rate and forward interest rate. Assume semi annual compounding and write your answers for: 1 coupon paying bonds with face values of 23. Half-year discount factor 24. One-year discount factor 25. One and half-year discount factor 26. Half-year spot rate 27. One-year spot rate 28. One and half-year spot rate 29. Forward rate for period (0.5-1.0) year 30. Forward rate for period (1.0-1.5) year 31. What is the current fair price of a 1.5 year bond with face value 100, carrying an annual coupon of 10 percent, paid two times per year? 32. What is the current fair price of a 1 year zero coupon bond with face value 100? 33. What is the current fair price of a 6-month strip with face value 100