Thank you in advance. This is my finance class question.

7. Here is a table describes spot rates (continuously compounding) for the four different maturities Compute forwards and fill your answer in the blank Maturity (years) Spot rates Forward rate 0.5 3.01% 1 3.21% 1.5 3.53% 2 3.87% 8. Using the above zero rates, compute a 6% semiannual coupon bond maturing in 2 years. 9. A 6 month zero-coupon bond price is now $ 98. Compute a 6 month continuously compounded zero rate and find an equivalent rate with semi-annual compounding per year