The continuously compounded yield curve is y(T) = 0.04 0.02e-0.47 (a) What is the yield on a zero-coupon bond that matures in 3 months? Express your answer as a percent, to the nearest basis point. Yield = % compounded continuously (b) Determine the price of a zero coupon bond that matures in 7.5 years and has face value is $100. Express your answer in dollars, to the nearest cent. Price = $ (c) Consider cash flows [C1, C2, C3] = [ $200, $500, $350] to be received at times [T1, T2, T3] = [ 2, 3.5, 3.75] (in years). Determine the present value of the cash flow stream. Express your answer in dollars, to the nearest cent. Present Value = $ (d) Consider a 2-year bond that pays a semi-annual coupon of 6% (compounded semi-annually) on a face value of $5000. Determine the bond's price. Express your answer in dollars, to the nearest cent. Price = $ The continuously compounded yield curve is y(T) = 0.04 0.02e-0.47 (a) What is the yield on a zero-coupon bond that matures in 3 months? Express your answer as a percent, to the nearest basis point. Yield = % compounded continuously (b) Determine the price of a zero coupon bond that matures in 7.5 years and has face value is $100. Express your answer in dollars, to the nearest cent. Price = $ (c) Consider cash flows [C1, C2, C3] = [ $200, $500, $350] to be received at times [T1, T2, T3] = [ 2, 3.5, 3.75] (in years). Determine the present value of the cash flow stream. Express your answer in dollars, to the nearest cent. Present Value = $ (d) Consider a 2-year bond that pays a semi-annual coupon of 6% (compounded semi-annually) on a face value of $5000. Determine the bond's price. Express your answer in dollars, to the nearest cent. Price = $