$6\mathrm{.}1\mathrm{.}5$ You are given the following information for $4$ bonds. All coupon and yield$-$to$-$maturity rates are nominal annual convertible twice per year.

Find the associated term structure for zero coupon bonds with maturities of $\backslash (1/2\backslash )-$year, $1-$year, $\backslash (11/2\backslash )-$year, and $2-$year $($quotations should be nominal annual rates convertible twice per year$).$