Given the zero coupon bond prices in the following table: Time (yrs) 1 2 3 4 5 Price ($) 0.98873 0.97037 0.94538 0.92104 0.89817 a) (4 marks) Compute the 1 year forward rates Fin.n+1] for n = 0 through 4. b) (4 marks) Compute the expected annual floating interest payments on a 5 year swap with a notional principal of $10,000,000 based on this yield curve. c) (6 marks) Compute the 5 year fixed (annual) swap rate