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Is anyone familiar with calculation about the spot rates?
If you know year 0.5, Yield to Maturity is 5.25%, spot rate is 5.25%; year 1.0 ,Yield to Maturity is 5.50%, spot rate is 5.5%; year 1.5, Yield to Maturity is 5.75%, spot rate is 5.76%; year 2.0, Yield to Maturity is 6.00, what is the spot rate of year 2.0 ? In addition, All the securities maturing from 1.5 years on are selling at par. The 0.5-year and one-year securities are zero-coupon instruments. I see if the bond is selling at par then the bond's coupon rate is equal to its YTM, but how can I use it in my calculation?
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