You observe the yields of the following Treasury securities at below $($all yields are shown on a bond$-$equivalent basis$).$ All the securities maturing from $1\mathrm{.}5$ years on are selling at par. The $0\mathrm{.}5$ and $1\mathrm{.}0-$year securities are zero$-$coupon instruments.

$\backslash$table$[[\backslash$table$[[$Year$],[($Period$)]],\backslash$table$[[$Yield to$],[$Maturity $(\%)$