Based on the bond information provided in Table 1, calculate the missing zero rate Z1.5 and the 6-month forward rates R0.5,1 and R1.0,1.5. Table 1 Time to Maturity (years) Coupon Rate (p.a.) Face Value Price Annualised Zero Rate 6-month Forward Rates 0.5 0% $100.00 98.51 3.00% - 1.0 0% $100.00 96.80 3.25% R0.5,1 1.5 4.00% $100.00 100.46 Z1.5 R1.0,1.5 Note that all zero and forward rates quoted are continuously compounded. Coupons are paid semi- annually