Question: [Problem 13] Suppose that zero interest rates with continuously compounding are as follows: Maturity (years) Zero rate (% per annum) 0.5 1.0 1.5 5.5 5.75

[Problem 13] Suppose that zero interest rates with continuously compounding are as follows: Maturity (years) Zero rate (% per annum) 0.5 1.0 1.5 5.5 5.75 What is the price of a two-year bond providing a semiannual coupon of 8% per annum? (8 points)

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