The term structure of interest rates is as follows: r(0, 0.25) = 0.018, r(0, 0.5) = 0.022, r(0, 1) = 0.026, and r(0, 2) = 0.023.

(a) What is the discount factor at the maturity t = 0.5 years?

(b) What is the zero rate at maturity t = 0.25 years expressed with semiannual compounding?

(c) What is the forward rate from t = 1 to T = 2 years expressed as a rate of simple interest?

(d) Using linear interpolation in the continuously compounded zero rate, determine the price of the bond (expressed per 100 notional) that pays a coupon rate of 5% with semi-annual coupons and maturity of 2 years?