Bootstrap question different, question, discover, cannot, correct

chunty

Assume you have a 6-month and 1 year zero coupon bond. You are trying to bootstrap 2.5 year spot rate and discover that there are NO 1.5 year coupon bonds trading in the market:

a. Bootstrapping cannot be done
b. you can bootstrap if you have 2 different 2.5 year coupon bonds and a 2-year coupn bond
c. you can bootstrap if you have a 2.5 year coupon bond and two different 2-year coupon bonds
d. Both c and d are correct
e. Neither b or c are correct.