TABLE for ZEROS - Use the table below to calculate the Zero Rates and the Forward Rates and answer the next five questions:

Par Value	Maturity (yrs)	Annual coupon $	Bond price $	Zero Rate	forward rate
100	0.5	-	96.00
100	1.0	-	95.00
100	1..5	7	101.00

a) The zero rate for the row with Maturity 0.5 (bond price $96) is

b)The Zero-rate for row #2, maturity 1.0 (bond price $95) is

c)The Zero-rate for row #3 (maturity 1.5 and bond price $101) is

d) The Forward-rate for row #2 (maturity 1.0, bond price $95) is

e) The Forward-rate for row #3 (maturity 1.5, bond price $101) is