Finance-The current price of a 6-month zero coupon bond with a face value of $100 is 97. 92

Need detailed calculations for the following: The current price of a 6-month zero coupon bond with a face value of $100 is 97. 92. If a 9-month strip with a face value of $100 is currently trading for 96. 62, find the forward interest rate for the 6 to 9 month period. Solve by both continuous compounding and quarterly compounding for the following: 1. Six-month spot interest rate for quarterly compounding. 2. Nine-month spot interest rate for quarterly compounding. 3. Forward rate (6 to 9 months) for quarterly compounding. 4. Six-month spot interest rate for continuous compounding. 5. Nine-month spot interest rate for continuous compounding. 6. Forward rate (6 to 9 months) for continuous compounding. 7. What is the guaranteed fair price of a 3-month T-Bill to be delivered at 6 months from now, assuming quarterly compounding? 8. What is the guaranteed fair price of a 3-month T-Bill to be delivered at 6 months from now, assume continuous compounding?