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The following table gives the prices of bonds: Please show your work on excels. Face Value ($) Maturity (years) Annual Coupon ($) Coupon Frequency Bond

The following table gives the prices of bonds: Please show your work on excels.

Face Value ($)

Maturity (years)

Annual Coupon ($)

Coupon Frequency

Bond Price ($)

$ 100.00

0.5

$ 0.0

0

$ 98.00

$ 100.00

1

$ 0.0

0

$ 95.00

$ 100.00

1.5

$ 6.20

2

$ 101.00

$ 100.00

2

$ 8.00

2

$ 104.00

Please show your work on excels.

  1. Calculate zero rates for maturities of 6 months, 12 months, 18 months, and 24 months.
  2. What are the forward rates for the periods: 6 months to 12 months, 12 months to 18 months, 18 months to 24 months?
  3. What are the 6-month, 12-month, 18-month, and 24-month par yields for bonds that provide semiannual coupon payments?
  4. Estimate the price and yield of a two-year bond providing a semiannual coupon of 7% per annum.
  5. Please show your work on excels.

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