Bond quote

Face value $($$$)$

Time to maturity $($years$)$

Annual coupon payments $($paid semi$-$annually$)$

bond price $($$$)$

zero rate

$100$

$0\mathrm{.}5$

$0$

$98$

$?$

$100$

$1$

$0$

$97$

$?$

$100$

$1\mathrm{.}5$

$15$

$115$

$?$

$100$

$2$

$20$

$?$

$5\mathrm{.}500\%$

Using the Table above,

zero rate for $6$ months?

$4\mathrm{.}045\%$

$4\mathrm{.}125\%$

$3\mathrm{.}835\%$

$3\mathrm{.}095\%$

propriate zero rate for $1$ year?

$4\mathrm{.}042\%$

$3\mathrm{.}046\%$

$3\mathrm{.}873\%$

$4\mathrm{.}125\%$

What is the appropriate zero rate for $1\mathrm{.}5$ year?

$4\mathrm{.}572\%$

$3\mathrm{.}985\%$

$3\mathrm{.}765\%$

$4\mathrm{.}042\%$

What is the $2-$year bond price?

$$135\mathrm{.}18$

$$99\mathrm{.}98$

$$127\mathrm{.}38$

$$98\mathrm{.}58$

What is the par$-$yield for the $2-$year maturity bond? $($with semi$-$annual compounding$)$

$4\mathrm{.}792\%$

$4\mathrm{.}975\%$

$5\mathrm{.}512\%$

$5\mathrm{.}235\%$