Assuming that your answer are the semi$-$annually compounding par yields Year to Maturity Corrected YTM$\%$

year $2$ is $4\mathrm{.}511\%$

year $3$ is $4\mathrm{.}254\%$

year $5$ is $4\mathrm{.}146\%$

year $7$ is$4\mathrm{.}183\%$

year $10$ is $4\mathrm{.}155\%$ for the respective maturity T $,$ calculate the $6-$monthly discount factors D$($t$)$ and the semi$-$annual zero$-$coupon rates z$($t$),$ where t $\{0\mathrm{.}5,1,1\mathrm{.}5,...,9\mathrm{.}5,10\}.$ Any required par yields for other maturities should be computed using a linear interpolation method.