please answer b,c. show detailed work on how you got each number. I'm cant figure out those answers to b, c. thank you

All the securities maturing from 1.5 years on are selling at par. The 0.5 and 1.0-year securities are zero-coupon instruments. Answer the below questions. (a) Calculate the missing spot rates. (b) What should the price of a 6% six-year Treasury security be? (c) What is the six-month forward rate starting in the sixth year