Assuming the following term structure of discount factors

d (1)= 0.966

d (2)= 0.916

d (3)= 0.84

d( 4 ) = 0.763

Compute the corresponding term structure of annually compounded and continuously compounded interest rates. Compute the price of a 4-year bond with a 100,000 face value paying a 5% coupon making annual payments.