Hello,

Can somebody help me to solve these problems, please? I need the process of the solution

1. What is the price of a 5.75-year floating rate bond that pays a semiannual coupon (no spread). Use the following information: (i) The price of a 3% quarterly coupon with 3 months to maturity is , (ii) 3 months ago the 6-month P(0, 0.25) 100.0448 LIBOR was 3%. A. 99.7641 B. 100.1244 C. 100.3217 D. 100.5198 E. 100.7895 2. What is the price of a 0.5-year floating rate bond that pays a quarterly coupon equal to the floating rate plus 1% spread. Use the following information: (i) (ii) The price of a 2% quarterly bond with 6 months to maturity PZ (0.0.25) 99.80, is A. B. C. D. E. P(0, 0.5) 100.3960 . 100.1875 100.2270 100.3315 100.4980 100.5625 3. What is the price of a 0.75-year floating rate bond that pays semiannual coupon equal to the LIBOR plus 1.50% spread? Use the following information: (i) (ii) (iii) There is a coupon bond paying PZ (0, 0.25) 99.70, 3% quarterly A. B. C. D. E. 103.69 103.83 103.98 104.11 104.47 PZ (0, 0.50) 99.20, P(0, 0.75) 101.7380, (iv) the 6-month LIBOR 3 months ago was 5%