From the following data obtain the discount factors for T=0.25, 0.5, 0.75, and 1:

A zero coupon bond Pz(0, 0.5) =99.20.

A coupon bond paying 3% quarterly P(0, 0.25) =100.5485.

A coupon bond paying 6% quarterly P(0, 0.75) =103.1655.

A coupon bond paying 5% semiannually P(0, 1) =103.0325.

(2)Using the previousdiscount curve to price thefollowing:

A 6-month coupon bond paying 7%semiannually.

A 1-year coupon bond paying 4%quarterly.