$(25$ pts$)$ Consider the par yield curve for the U$.$S$.$ Treasury securities given in the table below $($only the first $3$ years, or $6$ semiannual periods, of the curve are provided$).$ Calculate the missing spot rates indicated by $"????"$ using bootstrapping and add them to the table. $($The example of bootstrapping given in the Chapter $7$ slides will be very helpful in completing this table.$)$ Also remember that all interest rates are quoted on an annual basis and may have to be converted to or from a semiannual rate. Show your work for all calculations in the space below the table

$\backslash$table$[[$Year$,$Yield to Maturity $(\%),$Spot Rate $(\%)],[0\mathrm{.}5,5\mathrm{.}25,5\mathrm{.}25],[1\mathrm{.}0,5\mathrm{.}50,5\mathrm{.}50],[1\mathrm{.}5,5\mathrm{.}75,????$