Based on the bond information provided in Table 1, calculate the missing zero rate Z_1.5 and the 6-month forward rates R_0.5,1 and R_1.0,1.5.

Table 1

Time to Maturity (years)	Coupon Rate (p.a.)	Face Value	Price	Annualised Zero Rate	6-month Forward Rates
0.5	0%	$100.00	$98.02	4.00%	-
1.0	0%	$100.00	$95.89	4.20%	R0.5,1
1.5	4.00%	$100.00	$99.36	Z1.5	R1.0,1.5

Note that all zero and forward rates quoted are continuously compounded. Coupons are paid semi- annually.