From a bond$-$market database, we have obtained the following information of Treasury securities:

Maturity $($period$)$

Maturity $($year$)$

Coupon rate $(\%)$

$1$

$0\mathrm{.}5$

$5\%$

$2$

$1$

$6\%$

$3$

$1\mathrm{.}5$

$7\%$

$4$

$2$

$8\%$

Let's assume the Treasury securities pay semi$-$annual coupon payments, and they are priced at par. We want to calculate the price of a $2-$year bond which pays $8\%$ coupon $($semi$-$annual$).$ The face value of the bond is $$100.$

Calculate the $0\mathrm{.}5-$year spot zero rate? Use the Treasury security which matures in $6$ months. Then Calculate $1,1\mathrm{.}5,$ and $2-$year spot zero rates by bootstrapping method.

Spot$-$rates for $0\mathrm{.}5,1,1\mathrm{.}5,$ and $2-$year are respectively:

Group of answer choices