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19 The price of a 6 month Treasury bill is 97. The price of a one-year bond that provides a coupon of 8% per annum

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The price of a 6 month Treasury bill is 97. The price of a one-year bond that provides a coupon of 8% per annum semiannually is 98. The 6 month and one-year continuously compounded zero rates are, respectively, closest to a. 6.09% and 9.98% O b. 3.05% and 4.99% c. 8.08% and 9.98% Od. 6.09% and 4.04% e. 3.05% and 5.10% f. 8.08% and 4.99%

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