Prices of several bonds are given below Bond Principal(S)Time to maturity(years Annual coupon*$)Bond price(S 0.5 100 100 100 100 100 101.5* 95.3 101.8 1.5 *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- year point