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We consider two Treasury notes, bonds A and B, with 18 months to maturity and semiannual coupon payments. The coupon rates are 8% for A and 5% for B. Both bonds currently trade at a YTM of 6%. Throughout the problem, assume that face values are 100. All rates are expressed as semiannual APRs. A) Without any price calculation, explain whether the bonds are trading at par, premium or discount. 15 points) B) Calculate the exact bond prices. [3 points) C) Bond C is a 6-month Treasury bill. It pays no coupon and its price is 98.0392157. Determine the spot rates (expressed as semiannual APRs) for maturities 6 months, 12 months and 18 months. What is the 6-month forward rate to borrow or lend in 6 months time? 17 points) What are the implicit assumptions of the pricing by absence of arbitrage? [10 points] D)