You are given the following term structure so(0.5) = 0.05, so(1) = 0.058, so(1.5) = 0.06 (a) A newly issued 8%, 18-month bond with face value 1000 has semiannual coupons. What is the price of the bond? Enter your answer in the blank below. keep four decimal places. (b) Suppose a 2-year 6% bond with semiannual coupons and face value 1000 has a yield rate 7.2%. Find the yield rate of a 2-year zero coupon bond, i.e., find S0(2). Keep four decimal places. Hint: bond price can be calculated using the formula from Chapter 4 and using the term structure of interest rates. Please note that all rates in this question are annual nominal rate convertible semiannually