Face value $=$$$1$for all problems.

Suppose you observe the following continuously compounded zero$-$coupon bond yields: $0\mathrm{.}06766(1-$year$),0\mathrm{.}05827(2-$year$),0\mathrm{.}04879(3-$year$),0\mathrm{.}04402(4-$year$),0\mathrm{.}03922(5-$year$).$For each maturity year compute the zero$-$coupon bond prices, effective annual zero$-$coupon bond yields, the par coupon rate, and the $1-$year implied forward rate. $$

Suppose you observe the following par coupon bond yields: $0\mathrm{.}03000(1-$year$),0\mathrm{.}03491(2-$year$),0\mathrm{.}03974(3-$year$),0\mathrm{.}04629(4-$year$),0\mathrm{.}05174(5-$year$).$For each maturity year compute the zero$-$coupon bond prices, effective annual and continuously compounded zero$-$coupon bond yields, and the $1-$year implied forward rate. $$