Problem 3.3. A 2-year T-note was issued 9 months ago with a face value of $1000. It pays a 5% per annum coupon, paid semiannually. Suppose that the 3-month zero rate is 6%; the 9-month zero rate is 6.1%; the 15-month zero rate is 6.2%; and the 21-month zero rate is 6,3%, where all of these rates are per annum with continuous compounding. What is the price for the bond today? What is the zero rate implied by a zero coupon bond that has a face value of $1000 that comes due in 4 months and that trades at $992