1.Compute the price of a zero-coupon bond (ZCB) that matures at timet=10

and that has face value 100.

2.Compute the price of a forward contract on the same ZCB of the previous question where the forward contract matures at timet=4

3.Compute the initial price of a futures contract on the same ZCB of the previous two questions. The futures contract has an expiration oft=4

4.Compute the price of an American call option on the same ZCB of the previous three questions. The option has expirationt=6

and strike=80

5.Compute the initial price of a swaption that matures at timet=5

and has a strike of 0. The underlying swap is the same swap as described in the previous question with a notional of 1 million. To be clear, you should assume that if the swaption is exercised att=5

then the owner of the swaption will receive all cash-flows from the underlying swap from timest=6

tot=11

inclusive. (The swaption strike of 0 should also not be confused with the fixed rate of 4.5% on the underlying swap.)