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Consider that the prices of the following A bonds are as of September 2, 2021; and that the bonds pay coupons semi-annually. Anual Coupon Dates

Consider that the prices of the following A bonds are as of September 2, 2021; and that the bonds pay coupons semi-annually.

Anual Coupon Dates Prices
6 &7/8 March 2, 2022 101: 20
5.5 September 2, 2022 101 : 18
4 & 5/8 March 2, 2023 100 :21
4 & 5/8 September 2, 2023 100 : 12
4 & 3/8 March 2, 2024 99 : 15

1-Using Bootstrap; Calculate the first 4 zero rates assuming annual rates compounded bimonthly. Calculate the first 4 zero rates assuming simple rates act / 365. Calculate the first 4 zero rates assuming continuous rates. Calculate the first 4 discount factors

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