I need an answer to 4.26 please! Thank you

The table below gives Treasury zero rales and cash flows on a Treasury bond. Zero rates are continuously compounded. (a) What is the bond's theoretical price? (b) What is the bond's yield? A 5-year bond provides a coupon of 5% per annum payable semiannually. Its price is What is the bond's yield? You may find Excel's Solver useful. Suppose that LIBOR rates for maturities of 1, 2, 3, 4, 5, and 6 months are 2.6%, 3.1%, 3.2%, 3.25%, and 3.3% with continuous compounding. What are the for rates for future 1-month periods? A bank can borrow or lend at LIBOR. The 2-month LIBOR rate is 0.28% per with continuous compounding. Assuming that interest rates cannot be negatives the arbitrage opportunity if the 3-month LIBOR rate is 0.1% per year with compounding. How low can the 3-month LIBOR rate become without