The following table provides characteristics of four bonds. Coupon payments for the non-zero coupon bond are made semiannually.

Bond Face Value ($)	Maturity (Years)	Annual Coupon rate (%)	Bond price	Zero Rates	Par Yields	Bond Yield
100.00	0.50	0.00	98.5112		N/A	N/A
100.00	1.00	0.00	96.0789		N/A	N/A
100.00	1.50	0.00	92.7743		N/A	N/A
100.00	2.00	5.00	98.0935

a) What are the continuously compounded zero interest rates associated with the 4 maturities. (8 pts.)

b) What are continuously compounded Par Yield and Bond Yield for the 2-year Bond? (6 pts.)

Please summarize all your answers in the table above and show all work clearly.

Dont copy and paste somebody else answer pls