4. Given the semiannual swap curve data given below, find the discount factors implicit in the swap curve. T c 0.5 0.504% 1.0 1.178% 1.5 1.368% 2.0 2.021% 2.5 2.685% 3.0 2.852% 3.5 3.014% 4.0 3.325% 4.5 3.874% 5.0 3.921% 5. Using the discount factor Zs you calculate in the previous question, calculate the zero-coupon bond yields (spot rates) for all the maturities in the table.