5. The following table gives the bond information in a market. The coupons are paid every six months. A coupon has just been paid. All the rates are compounded continuously. (a) Find the zero rates for maturities of 6 months, 12 months, 18 months and 24 months. [5 marks] (b) Find the forward rates for the periods: 6 months to 12 months, 12 months to 18 months, 18 months to 24 months. [5 marks] (c) Estimate the price and bond yield of the last bond. Is it over-performed (comparing to the zero rate)? [10 marks] (d) Estimate the price of the third bond. [10 marks]