Given the below bond prices for bonds of five different maturities and the first three short-term zero-rates for the three non-coupon paying bonds, calculate the remaining zero rates to complete the Zero Curve (use continuous compounding):

maturity years	bond price	coupon	zero rate
0.5	98.55		5.84%
1	96.95		6.19%
1.5	93.50		6.72%
2	93.50	4.00	X%
2.5	91.00	4.50	T%