Use the semi-annually compounded yield curve in the following table to price the some fixed income securities:Maturity T Yield r2 (0, T)0.50 6.49%1 6.71%1.5 6.84%2 6.88%(a) 1.5-year zero coupon bond(b) 2-year coupon bond paying 15% semiannually(c) 1.5-year coupon bond paying 9% annually(d) 2-year floating rate bond with zero spread and semiannual payments(e) 1.5-year floating rate bond with zero spread and annual payments. For this question, assume r1 (−0.5, 0.5) = 6%.(f) 1.5-year floating rate bond with 40 basis point spread with annual payments. For this question, assume r1 (−0.5, 0.5) = 6%.