Suppose that $6-$month, $12-$month, $18-$month, $24-$month, and $30-$month

zero rates are $4\%,4\mathrm{.}2\%,4\mathrm{.}4\%,4\mathrm{.}6\%,$ and $4\mathrm{.}6\%$ per annum with

continuous compounding respectively. Estimate the cash price of a

bond with a face value of $100$ that will mature in $30$ months and

pays a coupon of $6\%$ per annum semiannually.