Suppose that the current 6-month, 1-year, 1.5-year and 2-year interest rates are 2.2\%, 3%,3.5% and 3.75%, respectively. a) Calculate the prices of a 1-year and 2-year Treasury bonds. In each case, assume the face value of 100 and the coupon rate of 5% per annum and that coupons are paid semi-annually. Assume continuous compounding. Compare the obtained results. Are they consistent with your expectations? b) Calculate the par yield on the 1-year bond with semi-annual coupons. c) Calculate the prices of 1-year and 2-year Treasury bonds. In each case, assume the face value of 100 and the coupon rate of 5% per annum and that coupons are paid annually. Assume continuous compounding. Compare the obtained results with each other, and also with the results from a). Are they consistent with your expectations? d) Calculate the prices of the bonds from c), applying annual discounting. Compare your results to those obtained in c)