Below you have the data from the Treasury (spot) yield curve…

Questions

Belоw yоu hаve the dаtа frоm the Treasury (spot) yield curve on different dates​Date​0.5y​1y​1.5y​2yJuly 15, 2021​0.05%0.07%​0.15%​0.23%​January 15, 2022​0.30%0.51%0.74%0.99%July 15, 20222.94%3.12%3.12%3.13%January 15, 20234.77%4.69%4.46%4.22%July 15, 20235.52%5.34%5.04%4.74%Suppose that on July 15, 2021 the treasury issued a new security: a leveraged inverse floater with maturity of 2 years, face value of $100, semi-annual coupon payments, and the coupon rate being 10% minus the 2 times the floating 6mo Treasury spot rate.Answer the following questions. Please write your answers on the paper provided by the proctors.(a) 4pts Write down all the payments (together with their dates) that such a leveraged inverse floater would make.(b) 4pts Replicate this leveraged inverse floater with a portfolio of forward rate agreements (FRAs) and zero coupon bonds (ZCBs) on July 15, 2021.(c) 2pts What is the ex-coupon price of the leveraged inverse floater on July 15, 2021?(d) 4pts Suppose you bought $10 mn (market value) of the leveraged inverse floaters on July 15, 2021 and are worried about interest rates going up. You decide to partially hedge interest rate risk by buying/selling swaps with a 2y tenor and semi-annual payments. What is the notional of the swap you need to buy/sell to achive to reduce the duration of your portfolio down to 1?

Find the vаlue fоr the functiоn.Find f(x - 1) when f(x)=2x2-4x+5