The following table gives the prices of Treasury bonds

$*$Half the stated coupon is paid every six months

a$)$ Calculate zero rates for maturities of $6$ months, $12$ months, $18$ months, and $24$

months.

b$)$ What are the forward rates for the periods: $6$ months to $12$ months, $12$ months to $18$

months, $18$ months to $24$ months?

c$)$ What are the $6-$month, $12-$month, $18-$month, and $24-$month par yields for bonds that

provide semiannual coupon payments?

d$)$ Estimate the price and yield of a two$-$year bond providing a semiannual coupon of $7\%$

per annum.