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spot rate vs future rate

Annual continuously compounded spot rates: s1=5%, s2=5.1%, s3=5.2%,

Bond: 1.5 year, Face value=100, semi annual coupon, 6%.

calculate the bond price.

can anyone help with this? thank you~ 

the below pic is my solution which is incorrect. 

my solution which is wrong

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Check your exponents; you have the wrong interest rates for periods 2 & 3.

Simplify the complicated side; don't complify the simplicated side.

Financial Exam Help 123: The place to get help for the CFA® exams

thank you!