Intro Treasury zero rates for various maturities are given below (with semiannual compounding): Maturity Zero rate (years) (semiannual) 0.5 3.8% 1 4.2% 1.5 4.2% 2 5% Part 1 - Attempt 1/4 for 10 pts. What is the 2-year rate with continuous compounding? 4+ decimals Submit Part 2 | Attempt 1/4 for 10 pts. What is the 6-month forward rate (with continuous compounding) from 1.5 to 2 years? 3+ decimals co Part 3 |Attempt 1/4 for 10 pts. What is the 6-month forward rate (with semiannual compounding) from 1.5 to 2 years? 3+ decimals Submit Part 4 |- Attempt 1/4 for 10 pts. What is the value of an FRA with a principal of $150 million where the holder receives LIBOR and pays 4.9% (semiannually compounded) for a six-month period beginning in 1.5 years (in $ million)? 2+ decimals Submit Intro Treasury zero rates for various maturities are given below (with semiannual compounding): Maturity Zero rate (years) (semiannual) 0.5 3.8% 1 4.2% 1.5 4.2% 2 5% Part 1 - Attempt 1/4 for 10 pts. What is the 2-year rate with continuous compounding? 4+ decimals Submit Part 2 | Attempt 1/4 for 10 pts. What is the 6-month forward rate (with continuous compounding) from 1.5 to 2 years? 3+ decimals co Part 3 |Attempt 1/4 for 10 pts. What is the 6-month forward rate (with semiannual compounding) from 1.5 to 2 years? 3+ decimals Submit Part 4 |- Attempt 1/4 for 10 pts. What is the value of an FRA with a principal of $150 million where the holder receives LIBOR and pays 4.9% (semiannually compounded) for a six-month period beginning in 1.5 years (in $ million)? 2+ decimals Submit