example 1: asking for: determining zero rates ( bootstrapping zero rates)

Data to determine zero curve: Suppose there is a T-bond maturing on a coupon date in exactly six months. Further assume that the bond is priced at 97.19% of par and has a semiannual coupon 0.125%. (1) How is the corresponding zero rate computed? (2) How is the zero rate that corresponds to one year found? Suppose a T-bond that matures in one year is priced at 96.164% of par and has a semiannual coupon of 1.50%