Bond quote Face value $($$$)$ Time to maturity $($years$)$ Annual coupon payments $($paid semi$-$annually$)$ bond price $($$$)$ zero rate $1000\mathrm{.}50984\mathrm{.}0405\%1001097?1001\mathrm{.}515115?100220?5\mathrm{.}500\%$ Using the Table above, find the appropriate zero rates for$1$ year find the appropriate zero rates for $1\mathrm{.}5$ year find the $2-$year bond price find the par$-$yield for the $2-$year$-$maturity bond $*$Note$1$: zero rate for the $6$ month period is done for you. $*$Note $2$: coupon payments given are yearly coupon payments, which these will be paid out semi$-$annually $($i$.$e$.$ every $6$ months$)$

$1.$what is the zero rate for $6$ months?

$4\mathrm{.}125\%$

$4\mathrm{.}045\%$

$3\mathrm{.}095\%$

$3\mathrm{.}835\%$

$2.$what is the appropriate zero rate for $1$ year?

$4\mathrm{.}125\%$

$3\mathrm{.}873\%$

$3\mathrm{.}046\%$

$4\mathrm{.}042\%$

$3.$what is the appropriate zero rate for $1\mathrm{.}5$ year?

$3\mathrm{.}765\%$

$4\mathrm{.}572\%$

$4\mathrm{.}042\%$

$3\mathrm{.}985\%$

$4.$what is the $2$ year bond price?

$$98\mathrm{.}58$

$$99\mathrm{.}98$

$$127\mathrm{.}38$

$$135\mathrm{.}18$

$5$what is the par yield for the $2$ year maturity bond?$($ with semi$-$annual compounding$)$

$5\mathrm{.}512\%$

$4\mathrm{.}975\%$

$4\mathrm{.}792\%$

$5\mathrm{.}235\%$