4. The information of all available bonds in a market is given below. Face Value ($) Maturity (years) Each Coupon Payment ($) Price ($) 100 0.50 0 97.045 100 1.00 130.183 200 1.20 30 ? 200 1.50 10 202.42 20 All the rates are compounded continuously per annum. All the coupons are paid semiannually and one has been paid. (a) Determine the forward rate from 6-month to 18-month. (b) Determine the price of the third bond. (10 marks (10 marks 4. The information of all available bonds in a market is given below. Face Value ($) Maturity (years) Each Coupon Payment ($) Price ($) 100 0.50 0 97.045 100 1.00 130.183 200 1.20 30 ? 200 1.50 10 202.42 20 All the rates are compounded continuously per annum. All the coupons are paid semiannually and one has been paid. (a) Determine the forward rate from 6-month to 18-month. (b) Determine the price of the third bond. (10 marks (10 marks