. Assume that the continuously-compounded spot yield curve is as follows: r(0,0.5) = 1.2%, r(0,1) = 1.6%, r(0,1.5) = 2%, r(0,2) = 2.2%. . Calculate the price of a 0.5-year, a 1-year, a 1.5-year, and a 2-year zero-coupon bond. Moreover, calculate the swap rate of a two-year swap with semi-annual payments. . Assume that the continuously-compounded spot yield curve is as follows: r(0,0.5) = 1.2%, r(0,1) = 1.6%, r(0,1.5) = 2%, r(0,2) = 2.2%. . Calculate the price of a 0.5-year, a 1-year, a 1.5-year, and a 2-year zero-coupon bond. Moreover, calculate the swap rate of a two-year swap with semi-annual payments