Suppose you observe the following par coupon bond yields: XXXXXXXXXXyear), XXXXXXXXXXyear), XXXXXXXXXXyear), XXXXXXXXXXyear), XXXXXXXXXX (5-year). For each maturity year compute the zero-coupon bond...

Suppose you observe the following par coupon bond yields: 0.03000 (1-year), 0.03491 (2-year), 0.03974 (3-year), 0.04629 (4-year), 0.05174 (5-year). For each maturity year compute the zero-coupon bond prices, effective annual and continuously compounded zero-coupon bond yields, and the 1-year implied forward rate.