The six$-$month and one$-$vear zero rates are both $5\%$ per annum. For a bond that has a life of $18$ months and pays a coupon of $4\%$ per annum $($with semiannual payments$),$ the bond price is $98\mathrm{.}29($in hundreds$).$ Please use Bootstrapping method to calculate the $18-$month zero rate?P$.$S$.$ you have already answered to my question but the answer was not correct... please give me the right answer.The six$-$month and one$-$vear zero rates are both $5\%$ per annum. For a bond that has a life of $18$ months and pays a coupon of $4\%$ per annum $($with semiannual payments$),$ the bond price is $98\mathrm{.}29($in hundreds$).$ Please use Bootstrapping method to calculate the $18-$month zero rate?P$.$S$.$ you have already answered to my question but the answer was not correct... please give me the right answer.