Assuming that your answer to $($a$)$ are the semi$-$annually compounding par yields for the respective maturity T $\{2,3,5,7,10\},$ 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. Hi$,$ I now how to calculate interpolation but I do not understand what else it is asking this question to calculate and I apreciate if an expert can explain and provide a calculation example for each other calculation required. Thanks!