Question: NEED IT ASAP PLS ( do not use chatgpt pls..) 1)using this data calculate the zero rates and forward rates and fill in the following

NEED IT ASAP PLS ( do not use chatgpt pls..)

1)using this data calculate the zero rates and forward rates and fill in the following table. The Forward Rate is the one that will apply for a maturity as listed in the first column with the investment beginning in six months.

2) Based on the data in Question above what is the value of a forward rate agreement (FRA) that promises to pay 6% on $1,000,000 beginning in six months that lasts for one year?

Maturity Annual Coupon Rate Price
1 month 0.00% $ 99.62
3 months 0.00% $ 98.80
6 months 0.00% $ 97.50
12 months 0.00% $ 95.00
18 months 4.50% $ 99.29
24 months 6.25% $ 102.35
30 months 5.00% $ 99.08
36 months 5.50% $ 95.94

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