a (a) Use bootstrapping to obtain a continuously compounded zero rate curve given that the price of a 6-month T-bill is 98.5, the price of a 12-month T-bill is 100, and the price of a 2-year T-bond with a 3% coupon rate is 105. The Treasury bonds pay semiannual coupons. (b) Use your zero-rate curve from part (a) to price a 21-month T-bond with a 4% a coupon rate. What are the duration and convexity of this bond? a (a) Use bootstrapping to obtain a continuously compounded zero rate curve given that the price of a 6-month T-bill is 98.5, the price of a 12-month T-bill is 100, and the price of a 2-year T-bond with a 3% coupon rate is 105. The Treasury bonds pay semiannual coupons. (b) Use your zero-rate curve from part (a) to price a 21-month T-bond with a 4% a coupon rate. What are the duration and convexity of this bond