Use the data in the following table, determine the zero rates for maturities of 6 months, 1 year, and 18 months expressed in terms of continuous compounding. Bond 2 and 3 have semiannual coupon payments.

Bond Number	Bond Principal	Time to Maturity (years)	Annual Coupon	Bond Price
1	100	0.5	0	97
2	100	1.0	7	102
3	100	1.5	9	103

Please fill in the following table and show your work.

Time (years)	Annual Zero Rate (continous compounding)
0.5
1.0
1.5