Complete the following table by using bootstrapping to find the missing zero coupon rates, then use those rates to find the missing forward rates. (reproduce the table and paste your final answers in your word document). Assume the rates shown in the table are for a par value bonds (assume the par value of each bond is $100). Show how you set up the 18 month and 24 month problems (type in the formula or write it then scan it and paste the picture in your document) to illustrate how you did the calculation – you will need to do this on the test – so make sure you are comfortable with setting up the problem quickly. Make sure to report your results to at least four decimal places. 

months	YTM	YTM semi annual	Zero coupon rate annual	Zero coupon semi annual	time period	forward rate semi annual	forward rate annual
6	2%	1%	2%	1%	x	x	x
12	2.8%	1.4%	2.8%	1.4%	6-12
18	3.2%	1.6%			12 -18
24	3.9%	1.95%			18-24
30	4.3%	2.15%			24-30
36	4.6%	2.30%			30-36