Use the table for the question(s) below. Suppose you observe the following bond prices. Use 6months=180days and 1 year=360days when converting the quote to price. Assume that all bonds have $100 face values. Coupon rates are expressed as annualized percentage rates. Interest rates are compounded semiannually. a) What are DFt (discount factor) for each t(=0.5,1,1.5, and 2 years)? b) What are the 6, 12, 18, and 24 month interest rates (annualized, compound rates)? c) What are the 6,12,18, and 24 month interest rates (annualized, simple interest rates, compounded semiannually)? Use the table for the question(s) below. Suppose you observe the following bond prices. Use 6months=180days and 1 year=360days when converting the quote to price. Assume that all bonds have $100 face values. Coupon rates are expressed as annualized percentage rates. Interest rates are compounded semiannually. a) What are DFt (discount factor) for each t(=0.5,1,1.5, and 2 years)? b) What are the 6, 12, 18, and 24 month interest rates (annualized, compound rates)? c) What are the 6,12,18, and 24 month interest rates (annualized, simple interest rates, compounded semiannually)