Please show steps and formulas.

Problem 4.34. The following table gives the prices of bonds Bond Price (8) Bond Principal (5) 100 100 100 100 T'ime to Maturity (yrs) 0.5 1.0 1.5 2.0 Annual Coupon ($) 0.0 0.0 6. 8.0 98 95 104 *Half the stated coupon is paid every six months a) Calculate zero rates for maturities of 6 months, 12 months, 18 months and 24 months. b) What are the forward rates for the periods: 6 months to 12 months, 12 months to 18 months, 18 months to 24 months? c) What are the 6-month, 12-month, 18-month, and 24-month par yields for bonds that provide semiannual coupon payments? d) Estimate the price and yield of a two-year bond providing a semiannual coupon of 7% per annum Problem 4.34. The following table gives the prices of bonds Bond Price (8) Bond Principal (5) 100 100 100 100 T'ime to Maturity (yrs) 0.5 1.0 1.5 2.0 Annual Coupon ($) 0.0 0.0 6. 8.0 98 95 104 *Half the stated coupon is paid every six months a) Calculate zero rates for maturities of 6 months, 12 months, 18 months and 24 months. b) What are the forward rates for the periods: 6 months to 12 months, 12 months to 18 months, 18 months to 24 months? c) What are the 6-month, 12-month, 18-month, and 24-month par yields for bonds that provide semiannual coupon payments? d) Estimate the price and yield of a two-year bond providing a semiannual coupon of 7% per annum