Please solve the computational problem below, thanks a lot.

(a). We have a bond of face value $100 and an annual coupon rate of 2.5%. The coupon payment is made every half year and the face value is paid with the last coupon on the maturity date. That is, on each coupon payment date before the maturity date, the bond pays $1.25, and on the maturity date, the payment is $101.25. The current time is t, and the next coupon is known to happen on t+ 0.25 (i.e. 3 months from now). The maturity date of this bond is known to be T = t +2.25. The annual yield now is quoted at 1.88%. Use d 0.5 (i.e. the length of the reference time interval length is half a year). Compute the current bond price, B(t,T); round the answer to two decimal places. You might need the formula for geometric sum: a + a + a +...+a" a(1-an) = 1-a (a). We have a bond of face value $100 and an annual coupon rate of 2.5%. The coupon payment is made every half year and the face value is paid with the last coupon on the maturity date. That is, on each coupon payment date before the maturity date, the bond pays $1.25, and on the maturity date, the payment is $101.25. The current time is t, and the next coupon is known to happen on t+ 0.25 (i.e. 3 months from now). The maturity date of this bond is known to be T = t +2.25. The annual yield now is quoted at 1.88%. Use d 0.5 (i.e. the length of the reference time interval length is half a year). Compute the current bond price, B(t,T); round the answer to two decimal places. You might need the formula for geometric sum: a + a + a +...+a" a(1-an) = 1-a