Sample data for determining the 5.9 Zero Curve(Table 5.2, page 97) Bond Time to Annual Bond Principal Maturity Coupon Price (dollars) years)(dollars)(dollars) 100 0.25 97.5 100 0.50 0008 94.9 100 1.00 90.0 100 1.50 96.0 100 2.00 12 101.6 Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull Sample Data for Determining the 5.9 Zero Curve (Table 5.2, page 97) Bond Time to Annual Bond Principal Maturity Coupon Price (dollars) (years) (dollars) (dollars) 100 0.25 0 97.5 100 0.50 0 94.9 100 1.00 0 90.0 100 1.50 8 96.0 100 2.00 12 101.6