Given that: $100 par of a 0.5-year 8%-coupon bond has a price of $101. $100 par of a 1-year 10%-coupon bond has a price of $104. a) What is the 1-year par rate, i.e., what coupon rate would make the price of a 1-year coupon bond equal to par? b) What is the 0.5-year zero rate? c) What is the 1-year zero rate? d) Considering the shape of the yield curve, should the yield on the 1-year 10%- coupon bond be higher or lower than the 1-year par rate and why?