I have already answered question a. I need help on questions b, c, d

Please show workings so I can understand how you got the answer - thank you !

This question will require you to use excel. The 5 July Overnight Interest Swap rates are: The contracts out to one year only make a single payment. 2 year and longer maturities make quarterly payments. (a) For the 3 month, 6 month, and 1 year contracts, convert the rate into continuous compounding. These are the zero rates for these maturities. 2 marks (b) If you interpolate the 9 month zero rate as being the average of the 6 and 12 month zero rates, what is the 9 month rate (with continuous compounding)? 2 marks (c) What are the discount factors for 3 months, 6 months, 9 months, and 12 months? 1 mark (d) Swap rates are par yields, so this means that you can think of these as coupon rates on bonds that have price 100 . Bootstrap the 15 month, 18 month, 21 month, and 24 month discount factors. To do this, suppose that the 15,18 , and 21 month rates are as follows: r(1.25)=0.75r(1)+0.25r(2)r(1.5)=0.5r(1)+0.5r(2)r(1.75)=0.25r(1)+0.75r(2) The two year zero rate should satisfy: 100=43.31er(0.25)0.25+43.31er(0.5)0.5+43.31er(0.75)0.75+43.31er(1)1+43.31er(1.25)1.25+43.31er(1.5)1.5+43.31er(1.75)1.75+(100+43.31)er(2)2.0 Use excel to solve for the level r(2) that satisfies this equation. This is the two year zero rate. You may find Goalseek in excel helpful. It will vary the contents of one cell to set the value of another cell equal to a particular value. Please give your answer to 4dp.5 marks