(1 point) Consider the continuously compounded yield curve y(t, T) = 0.035 0.02e-0.5(Tt). (a) Determine the purchase price of a zero coupon bond that matures after 9 years if its face value is $100. Purchase Price = $ (b) Consider the cash flows (payments) [C1, C2, C3] = [ $300, $400, $350) at times [T1, T2, T3] = [ 2, 3.5, 3.75] (in years). (i) Determine the present value of the cash flow stream. Present Value = $ (ii) Determine the duration of the cash flow stream to 3 decimals. Duration = years Note: Use the present value to the closest cent in your duration calculation