Suppose that you are given the following information on bond prices: Assume that all of the bonds pay coupons semi-annually, with $100 face value. (a) From the information above, calculate the zero-coupon yield curve in terms of semi-annually compounded yields. (b) Calculate the price of a bond with the following terms (bond E): 2 years-to-maturity middotSemi-annual coupons with a coupon rate of 5% Face value of $100. (c) What is the yield-to-maturity of the bond from the previous part? (use Excel or any mathematical solver for this question) (d) Construct a portfolio using bonds A, B, C, and D that replicates the payoffs to bond E. What is the price of this portfolio? Does this price make sense