Table 1: Bond price data for Problem 1.3. The bonds pay coupons every six months. Bond principal Maturity Coupon Bond price 100 1Y 2.25% 101.087 100 2Y 3.25% 103.432 2.50% 101.168 4.25% 113.216 5Y 100 100 10Y Problem 1.3 Bootstrap the zero rate R(T) from prices of the bonds with several maturities in Table 1. All bonds pay coupons every six months. Assume that the zero rate R(T) is piece-wise constant on the time inter- vals between the maturities of the bonds shown. For example R(T) has the same value for all time up to 1Y, including this maturity, another value for all times from 1Y to 2Y, including the latter, and so on. Table 1: Bond price data for Problem 1.3. The bonds pay coupons every six months. Bond principal Maturity Coupon Bond price 100 1Y 2.25% 101.087 100 2Y 3.25% 103.432 2.50% 101.168 4.25% 113.216 5Y 100 100 10Y Problem 1.3 Bootstrap the zero rate R(T) from prices of the bonds with several maturities in Table 1. All bonds pay coupons every six months. Assume that the zero rate R(T) is piece-wise constant on the time inter- vals between the maturities of the bonds shown. For example R(T) has the same value for all time up to 1Y, including this maturity, another value for all times from 1Y to 2Y, including the latter, and so on