(25 pts) Consider the par yield curve for the U.S. Treasury securities given in the table below (only the first 3 years, or 6 semiannual periods, of the curve are provided). Calculate the missing spot rates indicated by ???? using bootstrapping and add them to the table. (The example of bootstrapping given in the Chapter 7 slides will be very helpful in completing this table.) Also remember that all interest rates are quoted on an annual basis and may have to be converted to or from a semiannual rate. Show your work for all calculations in the space below the table

Year	Yield to Maturity (%)	Spot Rate (%)
0.5	5.25	5.25
1.0	5.50	5.50
1.5	5.75	????
2.0	6.00	????
2.5	6.25	????
3.0	6.50	????