a) (2 marks) Please retrieve the following zero rates from the Bank of Canada's web- site and use the data for the zero yield curve dated December 31st, 2019. You can find the information at https://www.bankofcanada.ca/rates/interest-rates/bond-yield- curves/ Term to maturity Rate(%) Term to maturity Rate(%) (years) (years) 6 2 7 3 8 4 9 10 b) (5 marks) Using the zero rates retrieved in part a), compute the par yield curve. c) (5 marks) Using the Government of Canada benchmark bond yields as of December 31st, 2019, (that can also be obtained from the Bank of Canada web-site: https://www.bankofcanada.ca/rates/ interest-rates/canadian-bonds/), compare your par curve yield rates, for the 2, 3, 5, 7 and 10 year maturity terms. What can you conclude? d) (3 marks) Assume that the closing yield to maturity of the on-the-run 3 year bond (GoC 1.0% due September 1st 2022) as of December 31st, 2019 is 1.51%. Using this yield to maturity, calculate the bonds' dirty price as of December 31st, 2019 (this would be the settlement date for this bond). Note: this is a semi-annual pay bond