Given two spot rates six months apart, 3% and 4%, interpolate the spot rate four months after the first spot rate, assuming that each month is uniformly 1/12 of a year. Use three different interpolation schemes to do so, and present your answer under each one: 

(a) Linear interpolation. 

(b) Exponential interpolation. 

(c) Logarithmic interpolation. Each of these schemes is based on an interpolation function that is linear, exponential, or logarithmic between known spot rates.