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6. [ True / False ] A quarterly floating rate bond with (annualized) spread s and maturity T is ( a bond whose coupon payments at dates t = 0.25, 0.5, 0.75, ...,T are determined by the formula c(t) = 100 ~ [r4(t 0.25,t) + s] = > where r4(t, T) is (annualized) quarterly compounded interest rate between t and T. 6. [ True / False ] A quarterly floating rate bond with (annualized) spread s and maturity T is ( a bond whose coupon payments at dates t = 0.25, 0.5, 0.75, ...,T are determined by the formula c(t) = 100 ~ [r4(t 0.25,t) + s] = > where r4(t, T) is (annualized) quarterly compounded interest rate between t and T