Problem 2. Let r(0,ti) be the continuously compounded zero rate corresponding to time t. The continuously com- pounded 6-month, 12-month, 18-month, and 24-month zero rates are 5%, 5.25%, 5.35%, and 5.5%, respec- tively. The face value of a bond is $100. (a) Find the price of a two-year semiannual coupon bond with coupon rate 5%, i.e., C2 = 0.05. (b) Find the coupon rate C (per period) for which the bond price P is equal to the face value F, i.e., the bond is purchased at par