Consider the following table indicating the term structure of zero-coupon debt and interest rate volatility Let the par value of each bond be R1,000. (a) Calculate the discount bond prices P(0,0.25),P(0,0.50),P(0,0.75) and P(0,1.00). (b) Calculate the implied forward rates for [0.25,0.50],[0.50,0.75] and [0.75,1.00]. (c) Calculate the value of a one-year, coupon-bearing bond which pays quarterly coupons at an annual rate of 10%