a) Use the boostrapping technique to find the four zero-coupon spot rates (Z1Z4) b) Find the three implied forward 6-month interest rates (1f11f3) c) Using 6-month spot rate and the rates you calculated in (b) above, what should be the correct price for a similar option-free bond which matures in 2 years and has a 5.2% coupon rate? d) What is the yield to maturity for the bond in (d)? a) Use the boostrapping technique to find the four zero-coupon spot rates (Z1Z4) b) Find the three implied forward 6-month interest rates (1f11f3) c) Using 6-month spot rate and the rates you calculated in (b) above, what should be the correct price for a similar option-free bond which matures in 2 years and has a 5.2% coupon rate? d) What is the yield to maturity for the bond in (d)