$4\mathrm{.}23.$ Suppose that risk$-$free zero interest rates with continuous compounding are as follows:

$\backslash$table$[[\backslash$table$[[$Maturity$],[($years$)]],\backslash$table$[[$Rate$],[$ per annum$)]]],[1,2\mathrm{.}0],[2,3\mathrm{.}0],[3,3\mathrm{.}7],[4,4\mathrm{.}2],[5,4\mathrm{.}5]]$

Calculate forward interest rates for the second, third, fourth, and fifth years.