Based on the bond information provided in Table 1, calculate the missing zero rates Z0.5, Z1 and Z1.5. Table 1 Note that all zero and forward rates quoted are continuously compounded. Coupons are paid semi- annually.

\begin{tabular}{|c|c|c|c|c|} \hline Time to Maturity (years) & Coupon Rate (p.a.) & Face Value & Price & Annualised Zero Rate \\ \hline 0.5 & 0% & $100.00 & $98.02 & Z0.5 \\ \hline 1.0 & 0% & $100.00 & $95.89 & Z1 \\ \hline 1.5 & 4.00% & $100.00 & $99.36 & Z1.5 \\ \hline \end{tabular}