a) Based on the bond information provided in Table 1, calculate the missing zero rates 24,21.5 and the 6-month forward rate R1.0.1.5 Table 1 Time to Maturity (years) Coupon Rate Face Value Price Annualised 6-month Zero Forward Rate Rates (p.a.) 0.5 096 $100.00 98.2 3.6796 1.0 096 $100.00 | 92.7 Z 4.069 1.5 4.0096 $100.00 99.8 ZIS R1.0.1.5 Note that all zero and forward rates quoted are continuously compounded. Coupons are paid semi-annually. b) From the receive fixed side, value the swap based on the following information: Notional Value = $50,000,000; Time to Maturity = 1.50 years; Fixed Rate = 4.25% p.a. and is paid semi-annually; Floating Rate is the six-month BBSW and the rate resets today; The 6-month, 12-month and 18-month BBSW rates are 4.15%, 4.40% and 4.65%, respectively. All rates are nominal annual with semi-annual compounding. a) Based on the bond information provided in Table 1, calculate the missing zero rates 24,21.5 and the 6-month forward rate R1.0.1.5 Table 1 Time to Maturity (years) Coupon Rate Face Value Price Annualised 6-month Zero Forward Rate Rates (p.a.) 0.5 096 $100.00 98.2 3.6796 1.0 096 $100.00 | 92.7 Z 4.069 1.5 4.0096 $100.00 99.8 ZIS R1.0.1.5 Note that all zero and forward rates quoted are continuously compounded. Coupons are paid semi-annually. b) From the receive fixed side, value the swap based on the following information: Notional Value = $50,000,000; Time to Maturity = 1.50 years; Fixed Rate = 4.25% p.a. and is paid semi-annually; Floating Rate is the six-month BBSW and the rate resets today; The 6-month, 12-month and 18-month BBSW rates are 4.15%, 4.40% and 4.65%, respectively. All rates are nominal annual with semi-annual compounding