This is a problem that has THREE questions. Therefore, please choose THREE answers (one choice for question) to get full credit for this questions, otherwise you will only get partial points. Assume 6-month zero rate is 4% per annum with continuous compounding. Use the following table to answer the questions below. Following table gives the prices of bonds: Coupon/year bond price 0 Face value 100 100 100 Time to maturity 1 year 1.5 year 2 year 105 *Half of the stated coupon is paid every six months **All rates are continuously compounded 1) What is the zero rate for lyear? 2) What is the zero rate for 1.5year? the ton rate for ear was 6.5% per annum with continuous compounding, what is the bond cash price for the 2 year maturity 100 par value bong