Bond Pricing using Continuous compounding exercises

Upload your Excel calculations addressing the following exercises:

1)Give the Continuous compounding equivalent rates of:

a.Rate: 2%pa semi-annual

b.Rate: 3% pa monthly compounded

2)Use those two CC to price the following bonds:

a.Par 100; zero coupon; 2 years maturity

b.Par 100; zero coupon; 4 years maturity

c.Par 100; coupon 2.5% pa; 2 years maturity

d.Par 100; coupon2.5pa; 4 years maturity

e.Par 100; coupon2.5% pa semiannual payments; 2 years maturity

f.Par 100; coupon2.5% pa semiannual payments; 4 years maturity

3)

Use the following continuous compounded spot rates to price a bond paying 8% coupon pa with semiannual payments, par 100, 4 years until maturity.

Maturity Zero Rate(% cont comp)

6 months 3

1 year 3.2

1.5 years 3.4

2 years 3.55

2.5 years 3.65

3 years 3.75

3.5 years 3.8

4 years 3.85

4)What is the implied continuous compounded YTM for such bond?