$371$ point

We need to find the present value of the net cash flow in the previous question.

To do that we need the $1-$month zero rate. For this, we can use the $1-$month

forward SOFR rate, which is $4\mathrm{.}81\%($continuously compounded$).$ Using this rate,

what is the PV of the net cash flow from the previous question? Enter the answer

in thousands of $ with $2$ decimal places.

$-10,176\mathrm{.}29$

To find the present value of this, we'll need the zero rate for $4$ months. Here is

what you need to do next:

Convert the $3-$month forward SOFR for months $1-4,$ which is in quarterly

compounded form, into a continuously compounded rate.

Use the $1-$month zero rate given previously and the forward rate you just

calculated to calculate the $4-$month zero rate. Enter this rate in $\%$ with at

least $3$ decimal places.