Question: points We know that the 6 month zero bond price is $94.9; the 1 year coupon bond price is $90.0 with semi-annual coupon rate 4:

points We know that the 6 month zero bond price is

points We know that the 6 month zero bond price is $94.9; the 1 year coupon bond price is $90.0 with semi-annual coupon rate 4: the 1.5 year coupon bond price is $96.0 with semi- annual coupon rate 8. Note that the face value of the bonds are $100. What is the annual 6 month zero rate? Please work on a continuous compounding base. 7.87% 10.47% 10.31% 8.60M 8.16 10.57% 7.84% 14.65% 14.39%

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