only need part c.plz explain as more as possible.if just result, u will got downvote

Problem 4.32. The followneg fable gries the prices of bonds Half the sfated cospon is pasd every sis movith a) Calewlate zero rates for maturifies of 6 months, 12 montht, 18 monthe, and 24 if monthe. b) What are the fonward raies for the pertod: 6 months fo 12 months, 12 months to 18 months, 18 mowhs to 24 moniths? c) What are the 6 - monthe 12 -monith, 18 - wont , and 2 d-month par vield for bonds that grovide semiananual conpon payments? por anwam: a) The zero rate for a maturity of six months, expressed with continuous compounding is Problem 4.32. The followneg fable gries the prices of bonds Half the sfated cospon is pasd every sis movith a) Calewlate zero rates for maturifies of 6 months, 12 montht, 18 monthe, and 24 if monthe. b) What are the fonward raies for the pertod: 6 months fo 12 months, 12 months to 18 months, 18 mowhs to 24 moniths? c) What are the 6 - monthe 12 -monith, 18 - wont , and 2 d-month par vield for bonds that grovide semiananual conpon payments? por anwam: a) The zero rate for a maturity of six months, expressed with continuous compounding is