Problem:
There are four bonds; Bond A with a principal of $100, maturity time is 6 months, annual coupon is $0, bond price is $98. Bond B with a principal of 100, maturity time of 12 months, annual coupon is $0, bond price is $95. Bond C with a principal of $100, maturity time of 18 months, annual coupon of $6.20, bond price is $101. Bond D with a principal of $100, maturity time of 24 months, annual coupon of $8.00, bond price is $104.
Calculate zero rates for maturities of 6 months, 12 months and 18 months and 24 months.