Suppose that the 300-day LIBOR zero rate is 4% and Eurodollar quotes for contracts maturing in 300,

Question:

Suppose that the 300-day LIBOR zero rate is 4% and Eurodollar quotes for contracts maturing in 300, 398 and 489 days are 95.83, 95.62, and 95.48. Calculate 398-day and 489-day LIBOR zero rates. Assume no difference between forward and futures rates for the purposes of your calculations.