Solve for the implicit zero yields given the following information:

Six month fixed income instrument with bond price $$99\mathrm{.}10$

One year fixed income instrument with bond price $$97\mathrm{.}75$

$1(1)/(2)$ year $2\mathrm{.}50\%$ coupon bond with price $$99\mathrm{.}50$

$2$ year $2\mathrm{.}75\%$ coupon bond with price $$98\mathrm{.}875$

$2(1)/(2)$ year $3\mathrm{.}15\%$ coupon bond with price $$98\mathrm{.}50$

$3$ year $3\mathrm{.}50\%$ coupon bond with price of $$98\mathrm{.}25$

Solve for the forward rates associated with the results you get from above. Including the first forward rate, which should be equal to the spot rate, you should have six forward rates altogether.