Suppose, we observe the following market data on par bonds, i.e. these bonds trade at par. Assume par value of $1000.

Maturity T......................................Yield
0.5...............................................0.06%
1.0...............................................0.12%
1.5...............................................0.195%
2.0...............................................0.27%
2.5...............................................0.335%
3.0...............................................0.40

1) Calculate the 6-month zero-coupon yield. Enter zero-coupon yields in decimal form (i.e. enter 0.025 for 2.5%). Round to eight digits after the decimal point (e.g. 0.12345678).

2) Calculate the 1-year zero-coupon yield. Enter zero-coupon yields in decimal form (i.e. enter 0.025 for 2.5%). Round to eight digits after the decimal point (e.g. 0.12345678).

3) Calculate the 1.5-year zero-coupon yield. Enter zero-coupon yields in decimal form (i.e. enter 0.025 for 2.5%). Round to eight digits after the decimal point (e.g. 0.12345678).

4) Calculate the 2-year zero-coupon yield. Enter zero-coupon yields in decimal form (i.e. enter 0.025 for 2.5%). Round to eight digits after the decimal point (e.g. 0.12345678).