I do not understand how to get forward and spot rates without the coupon rate and the price bond. Please show all workings.

li z AaBbCcDdEe AaBbccdee AaBbcc Normal No Spacing Heading 1 blem 1 (16 points): Assume that: Forward rates for 6 month and 1 year are r(0.5)=7% and r(1)=8%; Spot rates for 18 months and 2 years are f(1.5) 7.8% and f(2)=8.2% The price of a zero-coupon bond maturing 2.5 years from now is $81.50 a) (3 points) Find the 1-year spot rate f(1). b) (3 points) Find the 18-month forward rate (1.5) c) (3 points) Find the price of a 10% coupon bond maturing 2 years from now d) (3 points) Find 2.5 years forward rate r(2.5) e) (3 points) Assume 2-year 5% coupon bond and 2-year 1% coupon bond are priced correctly while 2-year zero coupon bond is incorrectly priced at $85. You want to make an arbitrage by trading only these 3 bonds. Find an arbitrage strategy (i.c., state how many of each bond you want to buy or sell)