Consider the following two yield curves (representing perhaps annual yields on two different classes of zero coupon bonds), based on the notation of Exercise 6.3.1: s_0(k) = .90 + .001k; s_0(k) = .90 + .002k - .001k^2, both for k = 1, 2, ..., 10. For each of these yield curves, calculate the correspond forward rates of interest for years 2 to 10, and plot the forward rates on a graph along with a plot of the yield curve. Consider the following two yield curves (representing perhaps annual yields on two different classes of zero coupon bonds), based on the notation of Exercise 6.3.1: s_0(k) = .90 + .001k; s_0(k) = .90 + .002k - .001k^2, both for k = 1, 2, ..., 10. For each of these yield curves, calculate the correspond forward rates of interest for years 2 to 10, and plot the forward rates on a graph along with a plot of the yield curve