Suppose you observe the following effective annual zero-coupon bond yields: XXXXXXXXXXyear), XXXXXXXXXXyear), XXXXXXXXXXyear), 0.045 (4-year), XXXXXXXXXXyear). For each maturity year compute the...

Suppose you observe the following effective annual zero-coupon bond yields: 0.030 (1-year), 0.035 (2-year), 0.040 (3-year), 0.045 (4-year), 0.050 (5-year). For each maturity year compute the zero-coupon bond prices, continuously compounded zero-coupon bond yields, the par coupon rate, and the 1-year implied forward rate.