#$5$: The function $s(t)=0\mathrm{.}17-0\mathrm{.}03e^{-\frac{t}{4}}$ provides the term structure of effective annual rates of zero coupon bonds of maturity $t,$ with $t$ in years. Find the following:

$($a$)$ The effective annual rate of a $3$ year zero coupon bond.

$($b$)$ The $2-$year forward effective annual rate for a one year period.

$($c$)$ The forward effective annual rate for a one year period, $3$ years forward.

$($d$)$ The $3-$year forward effective annual rate for a $3$ month period.

$($e$)$ The forward effective annual rate for a one day period, $3$ years forward $($the "overnight" rate$).($Use $\frac{1}{365}$ for a one$-$day period.$)$