Question: The zero rates for 1 - , 2 - , 3 - year are 5 % 7 % and 8 % , all continuously compounded.

The zero rates for 1-,2-,3- year are 5%7% and 8%, all continuously compounded. Also, the current price of a 4 year with 10% coupon rate bond is 1020.(the principle amount of the bond is $1000)
Calculate the 4-year zero rate
Draw the yield curve implied by the zero rates
Calculate and explain the meaning of the forward rate f2,4

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