The current price of a 6-month zero coupon bond with a face value of $100 is B1. If a 9-month strip with a face value of $100 is currently trading for B2, find the forward interest rate for the 6 to 9 month period. Solve by both continuous compounding and quarterly compounded. B1: 95.62B2: 94.62Question attached

1n an arbitrage trading strategy Problem B. The current price of a 6-month zero coupon bond with a face Value of $100 is El. If a 9-month strip with a face value of $100 is currently tradlng for B2, find the forward interest rate for the 6 to 9 month period. Solve by both continuous compounding and quarterly compounding. Write your answers for the following: lO. Six-month spot interest rate for quarterly compounding. ll. Nme-month spot interest rate for quarterly compounding. 12. Forward rate (6 to 9 months) for quarterly compounding. l3. Six-month spot interest rate for continuous compounding. 14. Nine-month spot interest rate for continuous compounding. 15 . Forward rate (6 to 9 months) for continuous compounding. 16. What is the guaranteed fair price of a 3-month TBill to be delivered at 6 months from now, assuming quarterly compounding? l7.What is the guaranteed fair price of a 3-month TBill to be delivered at 6 months from now, assume continuous compounding? Problem C. If a half-year Cl percent coupon bond (paying twice per year)