Obtain the zero rates in continuous compounding from the available bonds for the following maturities:

$-3$ months

$-6$ months

$-1$ year

$-1\mathrm{.}5$ years

$-2$ years

Bonds available:

$-3-$month zero coupon bond with principal of $100$ and price of $97\mathrm{.}5$

$-6-$ month zero coupon bond with principal of $100$ and price of $98\mathrm{.}7$

$-1-$ year zero coupon bond with principal of $100$ and price of $91$

$-1\mathrm{.}5-$year bond providing a $7\%$ annual coupon paid semi$-$annually on a principal of $200$ and price $187$

$-2-$ year bond providing a $10\%$ annual coupon paid annually on a principal of $100$ and price $96\mathrm{.}5$