3.5 The 6-month, 12-month. 18-month, and 24-month zero rates are 4%, 4.5%, 4.75%, and 5% with semiannual compounding. (a) What are the rates with continuous compounding? (b) What is the forward rate for the six-month period from month 19 to month 24? (c) What is the par yield of a two-year bond when the zero rates are as in the above part (a)? What is the yield on the two-year bond sold at par with a coupon rate equal to this par yield