Please solve the following:

Problem 2 (5 points): Consider a l-year zero-coupon bond with $1,000 face value. Assume today's 6-month forward rate is 8% and in six months the new 6-month forward rate can be either 10% or 6%. Assume also that the current price of the 6-month put option with a strike price of $960 on this bond is $4.76. Find the l-year spot rate today. Keep at least 5 decimal digits Problem 2 (5 points): Consider a l-year zero-coupon bond with $1,000 face value. Assume today's 6-month forward rate is 8% and in six months the new 6-month forward rate can be either 10% or 6%. Assume also that the current price of the 6-month put option with a strike price of $960 on this bond is $4.76. Find the l-year spot rate today. Keep at least 5 decimal digits