Can you please solve problim number 4.29

The 6-month, 12-month. 18-month, and 24-month risk-free zero rates are 4%, 4.5 4.75%, and 5% with semiannual compounding. What are the rates with continuous compounding? What is the forward rate for the six-month period beginning in 18 months? What is the two-year par yield? Suppose that risk-free rates are as in Problem 4.28. What is the value of an FRA the holder pays LIBOR and receives 7% (semiannually compounded) for a six-month period beginning in 18 months? The current forward LIBOR rate for this period is 6% (semiannually compounded). The principal is $10 million. The following table gives the prices of Treasury bonds: Calculate zero rates for maturities of 6 months, 12 months, 18 months, and 24 months. What are the forward rates for the periods: 6 months to 12 months, 12 months to 18 months, 18 months to 24 months? What are the 6-month, 12-month, 18-month, and 24-month par yields for bonds that provide semiannual coupon payments? Estimate the price and yield of a two-year bond providing a semiannual coupon of 7% per annum