#1. Here are the prices (per $100 of face value) for zero-coupon bonds maturing at the end of each of the coming ten years. (a) Given these prices calculate the corresponding bond yields stated as annual rates with continuous compounding. 99.005 98.0199 97.0446 95.1229 P:= 93.2394 91.3931 89.1357 86.9358 84.3656 (81.8731 (b) Given the calculated set of bond yields determine the nine forward rates stated as annual rates with continuous compounding. #1. Here are the prices (per $100 of face value) for zero-coupon bonds maturing at the end of each of the coming ten years. (a) Given these prices calculate the corresponding bond yields stated as annual rates with continuous compounding. 99.005 98.0199 97.0446 95.1229 P:= 93.2394 91.3931 89.1357 86.9358 84.3656 (81.8731 (b) Given the calculated set of bond yields determine the nine forward rates stated as annual rates with continuous compounding