Prices of several bonds are given below: Bond Principal(S) Time to maturity(years) Annual coupon*(S) Bond price(S) 100 101.5 95.3 101.8 0.5 100 100 100 100 4 0 *Half the stated coupon is assumed to be paid semiannually. (a) Use the bootstrap method to find the 0.5-year, 1-year, 1.5-year and 2-year zero rates per annum with continuous compounding (b) What is the continuously compounded forward rate for the period between the 1-year point and the 2- vear point