please solve in Excel and show how you've reached solution

Table 5.8

Maturity	Forward Rate
0.25	3.53%
0.50	3.58%
0.75	4.19%
1.00	3.99%
1.25	4.54%
1.50	5.00%
1.75	4.76%
2.00	5.88%
2.25	5.30%
2.50	4.92%
2.75	6.09%
3.00	5.29%
3.25	6.48%
3.50	6.20%
3.75	6.34%
4.00	6.00%
4.25	5.99%
4.50	6.58%
4.75	6.26%
5.00	6.69%
5.25	6.12%
5.50	5.70%
5.75	6.81%
6.00	6.50%
6.25	6.59%
6.50	7.06%
6.75	6.87%
7.00	6.27%

2. Table 5.8 contains the continuously compounded forward rates f(0, T - A,T), where A = 0.25. The first entry is the current spot rate, as for T = 0.25 we have f(0,0,0.25) r(0, 0.25). Compute the forward discount factors F(0,T - A,T), the current discount factors Z(0,T), and the current term structure of interest rates. 2. Table 5.8 contains the continuously compounded forward rates f(0, T - A,T), where A = 0.25. The first entry is the current spot rate, as for T = 0.25 we have f(0,0,0.25) r(0, 0.25). Compute the forward discount factors F(0,T - A,T), the current discount factors Z(0,T), and the current term structure of interest rates