Question: Using the semi-annually compounded yield curve below, price the following securities: a 5 1/2-year floating rate bond with 35 basis point spread with quarterly payments

Using the semi-annually compounded yield curve below, price the following securities:
a 5 1/2-year floating rate bond with 35 basis point spread with quarterly payments
T yield Z(0,T)
0.25 6.33% 0.984537
0.50 6.49% 0.968566
0.75 6.62% 0.952349
1.00 6.71% 0.936093
1.25 6.79% 0.919962
1.50 6.84% 0.904081
1.75 6.87% 0.888541
2.00 6.88% 0.873406
2.25 6.89% 0.858719
2.50 6.88% 0.844502
2.75 6.86% 0.830767
3.00 6.83% 0.817512
3.25 6.80% 0.804732
3.50 6.76% 0.792417
3.75 6.72% 0.780557
4.00 6.67% 0.769144
4.25 6.62% 0.758174
4.50 6.57% 0.74765
4.75 6.51% 0.737585
5.00 6.45% 0.727999
5.25 6.39% 0.718929
5.50 6.31% 0.710422
5.75 6.24% 0.702545
6.00 6.15% 0.695381
6.25 6.05% 0.689032
6.50 5.94% 0.683625
6.75 5.81% 0.679312
7.00 5.67% 0.676275
7.25 5.50% 0.674732
7.50 5.31% 0.67494

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