6 Assume the following information about a Treasury zero-coupon yield curve today: Maturity (years) Zero rates (%) Maturity (years) Zero rates (%) 1.20 2.00 2 1.20 2.20 | 3 1. 408 2.30 4. 1.50 9 2.30 5 1.80 | 10 2.40 All rates above are with semi-annual compounding. a. Calculate the corresponding yields under continuous compounding. b. Calculate the price of a ten year Treasury bond with face value $1,000 that pays coupon annually at the rate of 3%. c. If the government wants to issue a 5-year bond that pays coupon annually and priced at par (face value $1,000), what should be the coupon amount paid each year