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Suppose that 6-month, 12-month, 18-month and 24-month zero rates are, respectively, 3.50%, 3.70%, 3.93 %, and 4.15% per annum, with continuous compounding. Estimate the cash

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Suppose that 6-month, 12-month, 18-month and 24-month zero rates are, respectively, 3.50%, 3.70%, 3.93 %, and 4.15% per annum, with continuous compounding. Estimate the cash price of a bond with a face value of 1000 that will mature in 24 months and pays a coupon of 5% per annum semiannually. NOTE: Keep at least 4 decimal places in your intermediate steps, and round final answer to 2 decimal places. Final answer should be correct to within +/- 0.10

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