iii) Given the below table of zero-rates, calculate the price of a bond paying [10] coupons at 2.5% twice per annum, that has a par value of $2,000 with 2 years left until maturity (use continuous compounding): iii) Given the below table of zero-rates, calculate the price of a bond paying [10] coupons at 2.5% twice per annum, that has a par value of $2,000 with 2 years left until maturity (use continuous compounding)