The following table provides information on a number of bonuses: FACE VALUE (USD $) EXPIRATION ANNUAL COUPON (%) PRICE 100 0.50 0.0 98 100 1.00 0.0 95 100 1.50 6.2 101 100 2.00 8.0 104 2.50 100 3.00 10.0 114 1. Obtain the price of the 2.5-year bond (check all required assumptions). 2.- Calculate the zero rates R (0, T) with maturities of 0.5, 1, 1.5, 2, 2.5, and 3 years (check all required assumptions). Interpret each rate. 3.- Obtain the forward rates R-(tT) of this portfolio of bonds (all possible combinations). Interpret each rate. 4.- Determine the price and yield of a bond that matures in 2 years and provides a coupon of 7% per year, payable semi-annually. 5. - For the bonus of numeral 3. Get the duration and concavity of the bond. 6.- Determine the price of the previous bond before an increase in the YTM of 20 basis points; as well as an increase of 1,000 basis points. The following table provides information on a number of bonuses: FACE VALUE (USD $) EXPIRATION ANNUAL COUPON (%) PRICE 100 0.50 0.0 98 100 1.00 0.0 95 100 1.50 6.2 101 100 2.00 8.0 104 2.50 100 3.00 10.0 114 1. Obtain the price of the 2.5-year bond (check all required assumptions). 2.- Calculate the zero rates R (0, T) with maturities of 0.5, 1, 1.5, 2, 2.5, and 3 years (check all required assumptions). Interpret each rate. 3.- Obtain the forward rates R-(tT) of this portfolio of bonds (all possible combinations). Interpret each rate. 4.- Determine the price and yield of a bond that matures in 2 years and provides a coupon of 7% per year, payable semi-annually. 5. - For the bonus of numeral 3. Get the duration and concavity of the bond. 6.- Determine the price of the previous bond before an increase in the YTM of 20 basis points; as well as an increase of 1,000 basis points