a) Given the semiannual swap curve data given below, find the discount factors implicit in the swap curve T c 0 5 0 602 1 0 1 190 1 5 1 498 2 0 2 448 2 5 2 847 3 0 2 959 3 5 3 234 4 0 3 480 4 5 3 882 5 0 3 991 b) Using the discount factor Zs you calculate in the previous question, calculate the zero coupon bond yields (spot rates) for all the maturities in the table Note that you have semi annual compounding

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Question: a) Given the semiannual swap curve data given below, find the discount factors implicit in the swap curve. T c 0.5 0.602% 1.0 1.190% 1.5

a) Given the semiannual swap curve data given below, find the discount factors implicit in the swap curve.

T	c
0.5	0.602%
1.0	1.190%
1.5	1.498%
2.0	2.448%
2.5	2.847%
3.0	2.959%
3.5	3.234%
4.0	3.480%
4.5	3.882%
5.0	3.991%

b) Using the discount factor Zs you calculate in the previous question, calculate the zero-coupon bond yields (spot rates) for all the maturities in the table. Note that you have semi-annual compounding.

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