[Table 1) Forward discount factors (use this information to solve 0.4-0.9 only) T 0.50 1.00 1.50 F(0, T-0.5, 7 0.9800 0.9700 2.00 0.960 0.9500 4. Using the forward discount factors in Table 1, calculate the discount factor 2(0,7) for each maturity T-0.50, 1.00, 1.50, 2.00. 5. Using the forward discount factors in Table 1, calculate the semi-annually compounded forward rate f(0, T-0.5, T) for each maturity T=0.50, 1.00, 1.50, 2.00. 6. Using the forward discount factors in Table 1, calculate the duration of a portfolio which contains the following securities: . . 1 unit of a 1.5-year semi-annual coupon bond with 4% coupon rate 2 units of a 2-year zero coupon bond 3 units of a 1-year semi-annual floating rate bond with zero spread . 7. Using the forward discount factors in Table 1, calculate the convexity of a portfolio which contains the following securities: . 1 unit of a 2-year semi-annual coupon bond with 5% coupon rate 3 units of a 1-year zero coupon bond . 8. Using the forward discount factors in Table 1, calculate the forward price to purchase six months later a 1.5-year semi-annual coupon bond with 4% coupon rate. [Table 1) Forward discount factors (use this information to solve 0.4-0.9 only) T 0.50 1.00 1.50 F(0, T-0.5, 7 0.9800 0.9700 2.00 0.960 0.9500 4. Using the forward discount factors in Table 1, calculate the discount factor 2(0,7) for each maturity T-0.50, 1.00, 1.50, 2.00. 5. Using the forward discount factors in Table 1, calculate the semi-annually compounded forward rate f(0, T-0.5, T) for each maturity T=0.50, 1.00, 1.50, 2.00. 6. Using the forward discount factors in Table 1, calculate the duration of a portfolio which contains the following securities: . . 1 unit of a 1.5-year semi-annual coupon bond with 4% coupon rate 2 units of a 2-year zero coupon bond 3 units of a 1-year semi-annual floating rate bond with zero spread . 7. Using the forward discount factors in Table 1, calculate the convexity of a portfolio which contains the following securities: . 1 unit of a 2-year semi-annual coupon bond with 5% coupon rate 3 units of a 1-year zero coupon bond . 8. Using the forward discount factors in Table 1, calculate the forward price to purchase six months later a 1.5-year semi-annual coupon bond with 4% coupon rate