You are given the following price data for T-bills.

Assume the risk-free rate for the first two months is flat (i.e. the two month rate is equivalent to the one month rate). Estimate the price of a T-bill maturing at the times in a) to e) (hint: calculate the continuously compounding rates for each of the T-bills in the table and use interpolation to estimate the interim rates from which you can calculate appropriate T-bill prices): a) One month b) Four months c) Five and a half months d) Seven months e) Ten months f) Given the following riskless cash flow, estimate the present worth