Question B6 Zero-rate curves for various dates are shown in the following table: Term Year Year YearYear (years)o 2 3 4.1% 5.2% 5.8% | 7.2% | 8.2% | 8.8% | 9.9% | 10.4% | 10.1% |10.4% | 10.2% | 10.4% 2 3 Use this information to answer questions a)-b) below: a) An investor bought a 3-year zero-coupon bond in Year o, when the 1-year zero rate was 4.1% pa, the 2-year zero rate was 5.2% pa and the 3-year zero rate was 5.8% pa. The investor sold the bond two years later. What is the investor's holding period rate of return (pa)? b) Find the price (per $100 par value) of a default-free bond with annual coupon rate of 5% and exactly 3 years to maturity. Does the bond trade at par, at premium or discount? Would you expect the bond's yield to be equal to, greater or less than the coupon rate