Complete the following table by using bootstrapping to find the missing zero coupon rates, then use those rates to find the missing forward rates. Assume the rates shown in the table are for a par value bonds (assume the par value of each bond is $100). Show how you set up the 18 month and 24 month problems (type in the formula or write it then scan it and paste the picture in your document) to illustrate how you did the calculation Make sure to report your results to at least four decimal places. Zero Coupon Rate (annual) 0.70% 0.90% Months YTM (annual) 6 0.70% 12 0.90% 18 1.40% 24 2.10% 30 2.80% 36 3.80% YTM Semi Annual 0.35% 0.45% 0.70% 1.05% 1.40% 1.90% Forward Rate Forward Rate Time Period (semi Annual (Annual) 6 to 12 12 to 18 18 to 24 24 to 30 30 to 36 Complete the following table by using bootstrapping to find the missing zero coupon rates, then use those rates to find the missing forward rates. Assume the rates shown in the table are for a par value bonds (assume the par value of each bond is $100). Show how you set up the 18 month and 24 month problems (type in the formula or write it then scan it and paste the picture in your document) to illustrate how you did the calculation Make sure to report your results to at least four decimal places. Zero Coupon Rate (annual) 0.70% 0.90% Months YTM (annual) 6 0.70% 12 0.90% 18 1.40% 24 2.10% 30 2.80% 36 3.80% YTM Semi Annual 0.35% 0.45% 0.70% 1.05% 1.40% 1.90% Forward Rate Forward Rate Time Period (semi Annual (Annual) 6 to 12 12 to 18 18 to 24 24 to 30 30 to 36