please answer all the questions

1. The following table gives the prices of bonds *Half the stated coupon is paid every six months a) (5 points) Calculate zero rates (with continuous compounding) for maturities of 6 months, 12 months and 18 months. b) (5 points ) What are the forward rates (with continuous compounding) for the periods: 6 months to 12 months? 12 months to 18 months