What is the price of a 0.75-year floating rate bond that pays a semiannual coupon equal to floating rate plus 2% spread? We know the following:
a. There is a zero coupon bond Pz(0, 0.25) = 99.70
b. There is a zero coupon bond Pz(0, 0.50) = 99.20.
c. There is a coupon bond paying 3% quarterly P(0, 0.75) = 101.7380.