Cfa Level2 Question- Bond Investing?

1. Consider the following list of Treasury bond prices as of April 16, 2013:
Bond Price
6.75’s of 10/16/2013 101-293/8
5.25’s of 4/16/2014 102-21/16
4.5’s of 10/16/2014 100-275/8
(a) Use this list to derive the discount factors for cash flows to be received in 6 months, 1 year, and 1.5 years.
(b) Use the discount factor derived in (a) to derive the six-month rates for 0 years, 0.5 years, and 1 year forward.
(c) Suppose there existed a Treasury issue with a 5% coupon maturing on October 16, 2014. Using the discount factors derived in (a), what would be the price of the 5s of October 16, 2014?
(d) Say that the 5s of October 16, 2014, existed and traded at a price of 102.3 instead of the price derived in (c). How could one earn an arbitrage profit by trading the 5s of October 16, 2014, and the three listed bonds?
Thank you for helping me~

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