Problem 2:20 points Calculating Forward Rates Bi-Monthly Forward Rates Start Date Spot Rate for Start Date End Date Spot Rate for End Date fare Ste Start date, end date] Part A: 10 points Using the T-Bill Yild data in calumns A and B campute the 1 -manth farward rates between the dates in collumn 1-month forward rates E6E13 and G6G13. Optional: you are welcone to use more recent T-EWl yield data from Factset rather than the one I provided. it may be convenient to wite out the spot rate conres ponding to the "start date" as maturity in column Fr and the spot rate coresponding to the "end date" maturity in column H. Note: l'm using mid-yields in column A just to save a bit of time. kleolly. you would get those continuously compounded yields from the T-BiW Discounts Part B: 10 points Using the T-Bill Yeld data in calumns A and B campute the 2-manth forward rates between the dates in column 2 -month forward rates E17-E23 and E17G23. Problem 2:20 points Calculating Forward Rates Bi-Monthly Forward Rates Start Date Spot Rate for Start Date End Date Spot Rate for End Date fare Ste Start date, end date] Part A: 10 points Using the T-Bill Yild data in calumns A and B campute the 1 -manth farward rates between the dates in collumn 1-month forward rates E6E13 and G6G13. Optional: you are welcone to use more recent T-EWl yield data from Factset rather than the one I provided. it may be convenient to wite out the spot rate conres ponding to the "start date" as maturity in column Fr and the spot rate coresponding to the "end date" maturity in column H. Note: l'm using mid-yields in column A just to save a bit of time. kleolly. you would get those continuously compounded yields from the T-BiW Discounts Part B: 10 points Using the T-Bill Yeld data in calumns A and B campute the 2-manth forward rates between the dates in column 2 -month forward rates E17-E23 and E17G23