Question 1 Suppose that current interest rates are Maturity Rate 1 year 0.151% 2 year 0.175% 3 year 0.204% 4 year 0.238% 5 year 0.292% Each of these rates is an annual effective rate (compounded once a year). Assuming $100 face value (size of bond principal), compute the prices of the following bonds (a) A zero-coupon bond with one year to maturity (b) A zero-coupon bond with two years to maturity (c) A zero-coupon bond with five years to maturity (d) A 5-year coupon bond that pays annual coupons of 0.25%