please I need a clear soultions with explenation.

Thank You

Part 1) You observe the following Treasury bills and bond prices available in Saudi Arabia 0 0 0 Bond/Bill principal Time to maturity Annual coupon Bond price 100 0.25 99.15 100 0.50 98.25 100 0.75 97.2 100 1 6.2 (Quarterly payments) 102 100 1.25 6.4 (Quarterly Payments) 102.5 a) Calculate zero rates for maturities of 3 months, 6 months, 9 months, 12 months and 15 months. b) Calculate the par yield for the following bonds: 1. A 12-month bond that pays coupons semiannually. II. A 12-month bond that pays coupons quarterly. Part 3) STC arranged a syndicated loan 1 years ago. To hedge its interest rate risk, it entered into an interest rate swap with SABB, where it has agreed to pay 3.5% per annum and receive the three-month SAIBOR in return on a notional principal of SAR 100 million with payments being exchanged every three months. The swap has a remaining life of 15 months. You observe the following SAIBOR rates for different maturities: Maturity 0.25 0.5 0.75 1 1.25 SAIBOR Rates 3.25% 3.4% 3.55% 3.7% 3.8% The three-month SAIBOR rate three months ago, when the last swap payment was made, was 2.8% per annum. OIS rates are the zero rates you obtained in question 1. All SAIBOR rates are compounded quarterly. What is the value of the swap