Need help with part B through I

7. Consider zero-coupon bonds with face value $1. The price for 1-year, 2-year, 3-year, 4-year, and 5-year bonds are 0.941765 ,0.818731 ,0.697676 ,0.548812, 0.367879, respectively. (a) (2 points) Find spot rates S(1), S(2), ...,S(5). (b) (4 points) For the remaining questions, consider the spot rate as a function of t. Assume that for any ten, n +1), n = 0,1,...,4, such that t = ln + (1 - 1)(n+1) for some 0