Given Solve for ...and Using Zero coupon DFs solve for price and yields Zero-coupon Coupon yields Bond maturity (in years, given) Coupon rate (given) 0% 4.00% 6.00% 7.00% 6.00% 4.00% Bond price (given) discount factor 98.04 100.00 102.00 yields calculated (calculated) Amount 100 100 100 100 100 10.00% 2.50 calculat 0.5 5.00% 10.00% 2.50% 5.00% 2. 3.00 coupon Maturity Solve For Price YTM (IRR) 2.00 2.00 2.00 1.50 1.5 2.5 101.00 100.00 6) VERY BRIEFLY ANSWER 1 0F a or b Describe how to "Bootstrap" to use a series of coupon bonds to solve for zero coupon rates and discount factors Desribe how to use those discount factors to value bonds VERY BRIEFLY IN YOUR OWN WORDS DEFINE 3 OF THE FOLLOWING 7 DV01 Duration Modified Duration dirty price clean price accrued interest