Assume that the 1-year zero-coupon bond is sold at $88.97 and the yields to maturity for the coupon bonds

Assume that the 1-year zero-coupon bond is sold at $88.97 and the yields to maturity for the coupon bonds selling at market prices equal to their face values are 12% and 14% for 1-year and 1.5-year issues respectively. Coupons are paid every 6 months and face values are $100 for all the bonds.
(a) Calculate the spot rate curve (s_0.5, s₁, s_1.5).
(Keep your answer in decimal format 4 decimal places, e.g. 0.1234. Do not give in percent format e.g. 12.34%.)
     s_0.5:     s₁:      s_1.5 :
(b) Compute the quasi-modified duration for each of these bonds. (Keep 2 decimal places, e.g. xx.12.)
     Zero-coupon bond:
    12% coupon bond: 
    14% coupon bond: 
(c)  Determine the current price of an 10% coupon bond with face value $100 and 18 months to maturity. (Keep 2 decimal places, e.g. xx.12.)