Calculate the accrued interest for a 4 coupon fnma bond

Question

Assume the following par yields for the on-the-run Treasury yield curve.

Date                 Period              Years               Par Yield = coupon rate

2/15/2014        1                      0.5                   2.10% (BEY of 6-month T-bill)

8/15/2014        2                      1.0                   2.30% (BEY of 1-year T-bill)

2/15/2015        3                      1.5                   2.50%

8/15/2015        4                      2.0                   2.70%

2/15/2016        5                      2.5                   3.00%

8/15/2016        6                      3.0                   3.40%

Calculate the accrued interest for a 4% coupon FNMA bond that pays interest (30/360) on 5/31 and 11/30 of each year, matures on 5/31/2025 and settles on 9/29/2015. Show all calculations and include six decimal places.