Please explain how to calculate this and what the answer should be

Question 1 1.25 pts 1. Assume the following Treasury yield curve is in existence. Time Time in Coupon in YTM Price Periods Rate Years Implied Theoretical Theoretical Semi- Semi- Annual annual Annual Spot Rate forward Spot Rate rate Implied Annual Forward Rates 0.5 1 0.00% 4.50% $97.79951 2.25% 4.50% 2.55022% 5.1004401% 1 2 0.00% 4.80% $95.36743 2.40% 4.80% 4.80000% 6.3514618% 1.9% (BEY). Assume the face Assume that there is a 6-month Treasury bill futures contract in existence. As value of the contract is $100,000. [ Select ] 4.8% Based upon the above curve, what should the BEY of the futures contract be 5.1004401% 4.9% Based on the BEY that you calculated, what should the price of the futures contract be? $97,513.20 D Question 1 1.25 pts 1. Assume the following Treasury yield curve is in existence. Time Time in Coupon in YTM Price Periods Rate Years Implied Theoretical Theoretical Semi- Semi- Annual annual Annual Spot Rate forward Spot Rate rate Implied Annual Forward Rates 0.5 1 0.00% 4.50% $97.79951 2.25% 4.50% 2.55022% 5.1004401% 1 2 0.00% 4.80% $95.36743 2.40% 4.80% 4.80000% 6.3514618% Assume that there is a 6-month Treasury bill futures contract in existence. Assume that it is priced to yield 4.9% (BEY). Assume the face value of the contract is $100,000. Based upon the above curve, what should the BEY of the futures contract be? 5.1004401% [ Select ] Based on the BEY that you calculated, what should the price of the futures contract be $97,513.20 $975,132.00 $100,000 Question 1 1.25 pts 1. Assume the following Treasury yield curve is in existence. Time Time in Coupon in YTM Price Periods Rate Years Implied Theoretical Theoretical Semi- Semi- Annual annual Annual Spot Rate forward Spot Rate rate Implied Annual Forward Rates 0.5 1 0.00% 4.50% $97.79951 2.25% 4.50% 2.55022% 5.1004401% 1 2 0.00% 4.80% $95.36743 2.40% 4.80% 4.80000% 6.3514618% 1.9% (BEY). Assume the face Assume that there is a 6-month Treasury bill futures contract in existence. As value of the contract is $100,000. [ Select ] 4.8% Based upon the above curve, what should the BEY of the futures contract be 5.1004401% 4.9% Based on the BEY that you calculated, what should the price of the futures contract be? $97,513.20 D Question 1 1.25 pts 1. Assume the following Treasury yield curve is in existence. Time Time in Coupon in YTM Price Periods Rate Years Implied Theoretical Theoretical Semi- Semi- Annual annual Annual Spot Rate forward Spot Rate rate Implied Annual Forward Rates 0.5 1 0.00% 4.50% $97.79951 2.25% 4.50% 2.55022% 5.1004401% 1 2 0.00% 4.80% $95.36743 2.40% 4.80% 4.80000% 6.3514618% Assume that there is a 6-month Treasury bill futures contract in existence. Assume that it is priced to yield 4.9% (BEY). Assume the face value of the contract is $100,000. Based upon the above curve, what should the BEY of the futures contract be? 5.1004401% [ Select ] Based on the BEY that you calculated, what should the price of the futures contract be $97,513.20 $975,132.00 $100,000