Based on the bond information provided in Table 1, calculate the missing zero rate Z1, Z_1.5 and the 6-month forward rates R_0.5,1 and R_1.0,1.5

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	95.56	Z1	4.00%
1.5	6.00%	$100.00	103.22	Z1.5	R1.0,1.5

Note that all zero and forward rates quoted are continuously compounded. Coupons are paid semi- annually.