Next consider T-Notes. (a) Bootstrap the continuously compounded spot rate curve for all maturities (this is the middle part of the overall yield curve). In order to convert days to maturity to years round up to 0.5 years (0.5, 1, 1.5, etc.). Plot the yield curve. (b) Compute and plot a continuously compounded forward curve, i.e., forward rates f(0, 0.5, 1), f(0, 1, 1.5), f(0, 1.5, 2) and so on. (c) Compute and plot the semiannually compounded par curve.