1) Calculate the price of a zero coupon bond (ZCB) that matures at time t=10 and that has a par value of 100

2) Calculate the price of a forward contract in the same ZCB as in the previous question where the forward contract expires at time t=4.

3) Calculate the initial price of a futures contract on the same ZCB from the two previous questions. The futures contract has a maturity of t=4.

4) Calculate the price of an American call option on the same ZCB from the three previous questions. The option has maturity t=6 and strike =80.

5) Calculate the initial value of a forward swap that begins at t=1, with maturity t=10 and a fixed rate of 4.5%. (Then the first payment occurs at t=2 and the final payment occurs at t=11, since we assume, as usual, that payments occur late.) You should assume a notional swap of 1 million and assume you will receive a floating and fixed payment.)