Question: by this data. Problem 2. Let z(k) denote the k-year continuously compounded zero-coupon yield for the current term structure. You are given that z(1) =

by this data. Problem 2. Let z(k) denote the k-year continuously compounded zero-coupon yield for the current term structure. You are given that z(1) = 0.032, z(2) = 0.038, z(3) = 0.044, z(4) = 0.047, z(5)=0.048 (1) [4 points] Compute the one-year forward rate in effect 2 years from now. (2) [6 points] Compute the three-year forward rate in effect 1 year from now

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