Bond quote
Face value ($)	Time to maturity (years)	Annual coupon payments (paid semi-annually)	bond price ($)	zero rate
100	0.5	0	98	4.0405%
100	1	0	97	?
100	1.5	15	115	?
100	2	20	?	5.500%

Using the Table above,

find the appropriate zero rates for1 year

find the appropriate zero rates for 1.5 year

find the 2-year bond price

find the par-yield for the 2-year-maturity bond

*Note1: zero rate for the 6 month period is done for you.

*Note 2: coupon payments given are yearly coupon payments, which these will be paid out semi-annually (i.e. every 6 months)