Intro Treasury zero rates for various maturities are given below (with semiannual compounding): Maturity Zero rate (years) (semiannual) 0.5 3.6% 1 4.2% 1.5 4.4% 2 5% Part 1 Attempt 1/10 for 10 pts. What is the 2-year rate with continuous compounding? 4+ decima Submit Part 2 - Attempt 1/10 for 10 pts. What is the 6-month forward rate (with continuous compounding) from 1.5 to 2 years? 3+ decima Submit Part 3 Attempt 1/10 for 10 pts. What is the 6-month forward rate (with semiannual compounding) from 1.5 to 2 years? 3+ decima Submit Part 4 Attempt 1/10 for 10 pts. What is the value of an FRA with a principal of $170 million where the holder receives LIBOR and pays 4.7% (semiannually compounded) for a six-month period beginning in 1.5 years in $ million)? 2+ decima