This is a practice question in my unit - the answers that were given were:

6 month zero rate: 5.21%

1 year zero rate: 5.5%

1.5 year zero rate: 5.8%

2 year zero rate: 6%

Could please show the process and formula to arrive at the above answers - instant upvote when answered!

Question 5 You observe the following bond prices in the market + Bond Face Value Time to Maturity 100 6 months 100 1 year 100 1.5 years 100 2 years Find the 6 month, 1 year, 1.5 year and 2 year zero rates. Coupon Rate (S/A) 0 6% 5% 5% Market Price 97.43 100.41 98.76 98.00