For Questions 15 below, refer to the following table of zero-coupon rates for time t=0. Assume annual compounding. Question 1 4 points Consider a zero-coupon bond with a face value of $60 and five years to maturity. Compute its current fair value at t=0. (only one possible answer) $55.00$57.09$58.09$60.00$100.00 Consider a zero-coupon bond with a face value of $60 and five years to maturity. Compute its DV01 at t=0. (only one possible answer) $0.0098$0.0500$0.0283$0.0471$0.6000 Question 3 4 points Consider a zero-coupon bond with a face value of $100 and five years to maturity. Compute its (modified) duration at t=0. (only one possible answer) 4.894.914.934.954.97 Question 4 4 points Compute the implied (fair) forward rate from Year 4 to Year 5. (only one possible answer) 0.80%0.90%1.00%1.10%1.20% Assumption: the zero-coupon spot rates after one year become the implied forwards from t=0. Consider a zero-coupon bond with a face value of 60$ and five years to maturity at t=0. Compute the change in fair value of this zero-coupon bond after one year. (only one possible answer) $1.00$0.600$0.60$1.00