Question $1-(25$ points$)$

Consider the following market quotations:

Zero Coupon Bond with maturity $1$Y$,$ price $=96\mathrm{.}618.$

Zero Coupon Bond with maturity $2$Y$,$ price $=92\mathrm{.}456.$

Fixed Coupon Bond with maturity $3$ Y$,$ coupon equal to $2\mathrm{.}5\%$ paid annually, redemption at par, Price $=94\mathrm{.}547.$

Fixed Coupon Bond with maturity $4$ Y $,$ coupon equal to $2\mathrm{.}5\%$ paid annually, redemption at par, Price $=91\mathrm{.}245.$

Par Yield with maturity $5$ Y$,$ quotation equal to $4\mathrm{.}950\%.$

Based on this information on market prices$/$rates$,$ answer the following:

Retrieve the values of the term structure, i$.$e$.,$ ZC Yield Rates with maturity $1Y,2Y,3Y,4Y$ and $5Y.$

Compute the Par Yield with maturity $4$ Y $.$

Compute the Forward Rate with deferred time equal to $3Y$ and maturity equal to $5Y.$

Question $2-(25$ points$)$

Consider a loan of $100,000$ with a repayment period of $15$ years and a fixed annual interest rate