Suppose you observe the following 1-year implied forward rates: XXXXXXXXXXyear), XXXXXXXXXXyear), XXXXXXXXXXyear), XXXXXXXXXX (4-year), XXXXXXXXXXyear). For each maturity year compute the zero-coupon...

Suppose you observe the following 1-year implied forward rates: 0.050000 (1- year), 0.034061 (2-year), 0.036012 (3-year), 0.024092 (4-year), 0.001470 (5-year). For each maturity year compute the zero-coupon bond prices, effective annual and continuously compounded zero-coupon bond yields, and the par coupon rate.