No using computer please show work on paper with formulas used

According to the current term structure of interest rates, the effective annual interest rates for 1, 2, 3, and 4 year maturity zero coupon bonds are: 1-year 0.06, 2-year 0.075, 3-year 0.09, 4-year 0.095. A. Find the one year forward effective annual rate of interest and find the two year effective annual rate of interest. B. Find the minimum value of the spot rate in the fifth year so that the 4- year forward effective interest rate for a 1 year period is larger than the 3-year effective annual interest rate for a 1 year period, if possible (or explain why it's not possible). C. Explain in detail the meaning of the spot rate in general. According to the current term structure of interest rates, the effective annual interest rates for 1, 2, 3, and 4 year maturity zero coupon bonds are: 1-year 0.06, 2-year 0.075, 3-year 0.09, 4-year 0.095. A. Find the one year forward effective annual rate of interest and find the two year effective annual rate of interest. B. Find the minimum value of the spot rate in the fifth year so that the 4- year forward effective interest rate for a 1 year period is larger than the 3-year effective annual interest rate for a 1 year period, if possible (or explain why it's not possible). C. Explain in detail the meaning of the spot rate in general