In the previous question, find the initial curve of zero-coupon rates and of the forward rates for periods of one-half year and one year.

Data in previous question. 

You are given a two-period tree of zero-coupon interest rates with each period on the tree of half-year and a semiannual compounding convention applies in the model. Find the initial (at t = 0) yield-to-maturities for half- and one-year maturities if the current half-year spot rate is 6%. The half-year spot rate in a half-year is expected to be either 6.5% or 5.5% with equal probability. The one-year bond has a coupon of 6.3%.