Consider a zero-coupon bond with prices \(P(1,2)=91.74 \%\) and \(P(0,2)=\) \(83.40 \%\) at times \(t=0\) and \(t=1\).

a) Compute the corresponding yields \(y_{0,1}, y_{0,2}\) and \(y_{1,2}\) at times \(t=0\) and \(t=1\).

b) Assume that \(\$ 0.1\) coupons are paid at times \(t=1\) and \(t=2\). Price the corresponding coupon bond at times \(t=0\) and \(t=1\) using the yields \(y_{0}\) and \(y_{1}\).