Question: What are the 0.5-year and 1-year zero rates (continuously compounding) implied from the table below? Assume coupons are paid semi-annually for coupon bonds. (2

What are the 0.5-year and 1-year zero rates (continuously compounding) implied from

What are the 0.5-year and 1-year zero rates (continuously compounding) implied from the table below? Assume coupons are paid semi-annually for coupon bonds. (2 marks) Bond Principal ($) 100 100 100 100 Time to Maturity (yrs) 0.50 1.00 1.50 2.00 Coupon per year ($) 0 4 6 8 Bond price ($) 97.43 98.97 101.62 106.28

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