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The price of a 6 month Treasury bill is 98. The price of a one-year bond that provides a coupon of 4% per annum semiannually

The price of a 6 month Treasury bill is 98. The price of a one-year bond that provides a coupon of 4% per annum semiannually is 99. The 6 month and one-year continuously compounded zero rates are, respectively, closest to:

a. 2.02% and 2.49% b. 8.08% and 9.38% c. 4.04% and 4.98%

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