ZCB= zero coupon bond, let me know what information is needed

Assume that the 1-year, 2-year, 3-year, and 4-year zero rates are respectively r1 = 3%, r2 = 3.4%, r3 = 3.7%, and r4 = 3.9% with continuous compounding. Thus, the price of ZCB Z(0,t) are given by Z(0,t) = e-rt for 1