Can you solve c and d

(1 point) The continuously compounded yield curve is y(T) = 0.05 0.03e-0.8T = (a) What is the yield on a zero-coupon bond that matures in 3 months? Express your answer as a percent, to the nearest basis point. Yield = 2.54 % compounded continuously (b) Determine the price of a zero coupon bond that matures in 7.5 years and has face value is $100. Express your answer in dollars, to the nearest cent. Price = $ 68.77 (c) Consider cash flows [C1, C2, C3] = [ $350, $300, $200] to be received at times [T1, T2, T3] = [ 0.75, 1.75, 3.25] (in years). Determine the present value of the cash flow stream. Express your answer in dollars, to the nearest cent. Present Value = $ = (d) Consider a 2-year bond that pays a semi-annual coupon of 2% (compounded semi-annually) on a face value of $1000. Determine the bond's price. Express your answer in dollars, to the nearest cent. Price = $