On $1$ July $2023,$ a bond was issued. This bond has an annual coupon rate of $5\%$ and pays coupons at a semi$-$annual frequency $($in arrears$).$ The bond has a face value of $$100$ and matures on $30$ June $2026.$ Today is $30$ June $2024($time notation is T$0),$ just after the receipt of the coupon. The current risk$-$free spot curve is provided in the table below. The bond is currently trading at a z$-$spread of $50$ basis points per annum.