a) Given the semiannual swap curve data given below, find the discount factors implicit in the swap curve.

T	c
0.5	0.602%
1.0	1.190%
1.5	1.498%
2.0	2.448%
2.5	2.847%
3.0	2.959%
3.5	3.234%
4.0	3.480%
4.5	3.882%
5.0	3.991%

b) 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. Note that you have semi-annual compounding.