Use bootstrapping to obtain a zero rate curve given the prices of the

following semiannual coupon bonds:

Assume that the overnight rate is $1\mathrm{.}5\%.$

Report the zero rates corresponding to each cash flow date. For the Newton's

methods corresponding to the $3-$year bond, report the iteration counts and every

approximate value. The stopping criterion for each Newton's method is that two

consecutive approximations are within ${10}^{-6}$ of each other, and the initial guess is

$x_0=0\mathrm{.}05.$