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Suppose that 6-month, 12-month, 18-month, 24-month, and 30-month zero rates are 3%, 3.12%, 4.02%, 4.25%, and 4.32% per annum with continuous compounding respectively. Estimate the

Suppose that 6-month, 12-month, 18-month, 24-month, and 30-month zero rates are 3%, 3.12%, 4.02%, 4.25%, and 4.32% 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 4% per annum semiannually.

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