Please explain for part b exactly how you got y which I know is 3.18. I need to know what we're the steps to get it. Thanks

111 4.20. The following table gives Treasury zero rates and cash flows on a Treasury bond: woled elder end ai nworle sin endupsimeon1 280860 2) nousups audio) no tulozell Maturity (years Zero rate Coupon payment Principal 0.5 2.0% $20 1.0 2.3% $20 1.5 2.7% $20 2.0 3.2% $20 $1000 Zero rates are continuously compounded (a) What is the bond's theoretical price? (b) What is the bond's yield assuming the bond sells for its theoretical price? nine of (d