Calculating Zero Rates

Suppose the prices for T$-$bills$/$bonds are as follows:

The coupons on the $2$ bonds are paid semiannually.

What is the $6-$month zero rate? $($continuously compounded, enter as a $\%,$ at least $2$

decimal places$)$

$36$

$1$ point

What is the $12-$month zero rate? $($continuously compounded, enter as a $\%,$ at least

$2$ decimal places$)$

$1$ point

What is the $18-$month zero rate? $($continuously compounded, enter as a $\%,$ at least

$2$ decimal places$)$

$11\mathrm{.}47$

$1$ point

What is the $24-$month zero rate? $($continuously compounded, enter as a $\%,$ at least

$2$ decimal places$)$