I have these two multiple choice questions and am not sure how to get the answers. I have the solution manual that tells me which letters are correct, but I am unsure how to get to them. Please give me an answer that incudes the formula so I can apply it to similar questions.

1) Assume corn forward prices over the next 3 years are 2.25, 2.35, and 2.28, respectively. Effective annual interest rates over the same period are 5.2%, 5.5%, and 5.8%. What is the 2-year swap price on a hypothetical forward swap that begins at the end of year 1? (a) 2.14 (b) 2.32 (c) 2.41 (d) 2.53

The answer to this is supposed to be B, please show me how to get that.

2) You wish to create a synthetic forward rate agreement in which you would lock in a return between 1 year and 2 years later from now. The price of a 1-year zero coupon bond is 0.9823 and the price of 2-year zero coupon bond is 0.9634. What is the approximate yield on the synthetic FRA? (a) 1.80% (b) 1.96% (c) 2.53% (d) 3.21%

The answer should be B, please show me how to get that