Problem 5 (a) The continuously compounded 6-month, 12-month, 18-month, and 24-month zero rates are 5%, 5.25%, 5.35% and 5.5%, respectively. Find the price of a two year semiannual coupon bond with coupon rate 5% and face value 100. (b) The yield of a semiannual coupon bond with 6% coupon rate and 30 months to maturity is 9%. What are the price, duration and convexity of the bond? Problem 5 (a) The continuously compounded 6-month, 12-month, 18-month, and 24-month zero rates are 5%, 5.25%, 5.35% and 5.5%, respectively. Find the price of a two year semiannual coupon bond with coupon rate 5% and face value 100. (b) The yield of a semiannual coupon bond with 6% coupon rate and 30 months to maturity is 9%. What are the price, duration and convexity of the bond