4.30. The following table gives the prices of Treasury bonds: a. Calculate zero rates for maturities of 6 months, 12 months, 18 months, and 24 months. b. What are the forward rates for the periods: 6 months to 12 months, 12 months to 18 months, 18 months to 24 months? c. What are the 6-month, 12-month, 18-month, and 24-month par yields for bonds that provide semiannual coupon payments? d. Estimate the price and yield of a two-year bond providing a semiannual coupon of 7% per annum. Bond principal (S) Time to maturity (years) Annual coupon* (S) Bond price ($) 100 0.50 0.0 98 100 1.00 0.0 95 100 1.50 6.2 101 100 2.00 8.0 104