Q. Given the autocorrelation function shown, find Var(X) and E[X(3)X(4)]. Var(X) = E(X^2) - E[(X)]^2 = 4-2=2 E[X(3)X(4)] = RX(T=1) =3 RX (T ) 4 2 -2 2Q1. Suppose that 6-month, 12-month, 18-month, 24-month, and 30-month zero rates are, respectively, 4%, 4.2%, 4.4%, 4.6%, and 4.8% per annum with continuous compounding. I Estimate the cash price of a bond with a face value of 100 that will mature in 30 months and pay a coupon of 4% per annum semiannually