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The following table provides characteristics of four bonds. Coupon payments for the non-zero coupon bond are made semiannually Bond nnual Face MaturityCouponBond Zero ForwardPar Bond Value (Years) rate price RatesRates YieldsYield 0 100.000.50 100.001.00 100.001.50 100.002.00 8.5112 96.0789 2.7743 98.0935 N/A A N/A A N/A A N/A a)What are the continuously compounded zero interest rates associated with the 4 maturities. b) Compute the three continuously compounded forward rates; for 0.5 years to 1 year, 1 year to 1.5 years, and 1.5 years to 2 years. c) What are continuously compounded Par Yield and Bond Yield for the 2-year Bond