You observe the following Treasury bills and bond prices available in Saudi Arabia

Calculate the continuously compounded zero rates for maturities of 3 months, 6 months, 9 months, 12 months and 15 months. (Round your answer to the nearest thousandth. i.e. 1.123%)

Finance De Question 3. [14 points] You observe the following Treasury bills and bond prices available in Saudi Arabia Bond/Bill principal Time to maturity Annual coupon Bond price 100 0.25 0 99.15 100 0.50 0 98.25 100 0.75 0 97.2 1 6.2 (Quarterly payments) 102 100 1.25 6.4 (Quarterly Payments) 102.5 a) Calculate the continuously compounded zero rates for maturities of 3 months, 6 months, 9 months, 12 months and 15 months. (Round your answer to the nearest thousandth. i.e. 1.123%) 100 b) Calculate the par yield for the following bonds: I. A 12-month bond that pays coupons semiannually. II. A 12-month bond that pays coupons quarterly. c) What is the continuously compounded yield on the coupon-paying bonds, which mature in 1 and 1.25 years