io. The following table gives the prices of bonds Principal (S)Time to Maturity rs) Annual Coupon (S) 100 100 100 100 0.5 1.0 1.5 2.0 0.0 0.0 6.2 8.0 Price (S 98 95 101 105 Half the stated coupon is paid every six months d) Calculate zero rates for maturities of 6 months, 12 months, 18 months, and 24 months e) What are the forward rates for the periods: 6 months to 12 months, 12 months to 18 months, 18 months to 24 months? o What are the 6-month, 12-month, 18-month, and 24- month par yields for bonds that provide semiannual coupon payments? g) Estimate the price and yield of a two-year bond providing a semiannual coupon of 7% per annum