Fin 359 Purnel ond maturit n years, given) Bond price dscount Zero-coupon Coupon lgiven) factor yields yields Forward Df Forward Per calculated) (calculated Basis Icalculated) I 1 the formula 2) the bond pri 0.5 2.000% 9901 0.920099 the 1/2 peri l the subsequs coupon/2)"sur 15 51 the zero coup Forward disco s discoun use annual zero coupon yield for 5 Period coupon; 8) the forward & factor divided by al calculate the above bootstrapping matrix and fill it out completely b) explain in a paragraph the zero coupon discount factor calcuation (you can use c) explain in a paragraph binomial tree model? formulas etc) how the forward on a per basis is calculated. Why is that used in the Page 3