can you please do the math for months, 2, 3, 6, 12, and 24, thank !

a. What is the mid-rate quote for each maturity? b. What is the annual forward premium on the yen for all maturities? (Assume that the U.S. dollar is the home currency. Also use the Mid-Rate values computed in part a.) c. Which maturities have the smallest and largest forward premiums? (Click on the icon to import the table into a spreadsheet.) Period \/$ Bid Rate \/$ Ask Rate 81.69 81.73 spot 1 month 81.27 81.32 2 months 81.16 81.19 3 months 80.69 80.74 6 months 79.54 79.58 12 months 79.18 79.23 24 months 78.14 78.18 C b. What is the annual forward premium on the yen for all maturities? (Assume that the U.S. dollar is the home currency.) Calculate the annual forward premium for all maturities below. Use the Mid-Rate values computed in part a.. (Round to three decimal places.) Bid Rate Ask Rate Forward Days Forward Period \/$ /S Premium Spot 1 month 2 months 0 30 60 81.69 81.27 81.16 81.73 81.32 81.19 6.126 % %