15. Assume that the continuously compounded instantaneous spot interest rate curve has the form r(t) = 0.05 + 0.005 ln(1 + t) Vt 2 0 a. Let a Tyear zerocoupon bond with face value B (T, T) 2 ET 2 F = 1 and suppose the pure expectations theory holds. Find the corresponding zero rate curve r(0, T). b. Compute the 6month, 12month, 18month, and 24-month discount factors. c. Find the price of a two-year semiannual coupon bond with coupon rate 5% and a face value of 100