Use the following prices of bonds for the problem. 1Half the stated coupon is paid every six months. a) Calculate zero r

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Use the following prices of bonds for the problem.
1Half the stated coupon is paid every six months.
a) Calculate zero rates for the maturities of 6 months and 12
months, expressed with continuous compounding.
b) Find the continuously compounded forward rate for the period
6 months to 12 months.
c) Find the 12-month par yield for bond that provides semiannual
coupon payments, expressed with continuous compounding. The par (or
principal or face) value of the bond is $100.
d) Estimate the price of a one-year bond providing a semiannual
coupon of 6% per year (i.e., $3 coupon payment every 6 months). Use
continuously compounded rates to calculate the price of the
bond