what are the forward rates for the periods: 6 months to 12 months and 12 months to 18 months, 18. months to 24 months ?

Suppose you observe the following market data on debt securities: Security Coupon (p.a.) Yield to maturity (p.a. continuously compounded) 2.00% 0.00% 6-month Treasury Bill 1-year NZ Government Stock 3.00%, semi-annual 2.50% 1.5-year NZ Government 3.50%, semi-annual 2.75% Stock 2-year NZ Government 2.50%, semi-annual 3.00% Stock