QUESTION $1$ into this forward contract. What is the forward rate from time $2$ to time $3?\backslash (6\mathrm{.}4735\backslash \%\backslash )6\mathrm{.}2842\backslash \%5\mathrm{.}8912\backslash \%\backslash (4\mathrm{.}1241\backslash \%\backslash )$ QUESTION $2$ into this forward contract. Which of the following transaction synthesize a spot purchase of $\backslash (\backslash$$ $1\backslash )$ par of the zero maturing at time $3.($With the spot purchase, you pay for the zero today, rather than in $2$ years.$)$ Enter into the forward contract in a year and buy $\backslash (\backslash$$ $0\mathrm{.}96\backslash )$ par of the $2-$year zero today.Enter into the forward contract and buy $\backslash (\backslash$$ $0\mathrm{.}96\backslash )$ par of the $3-$year zero altogether today. Enter into the forward contract and buy $\backslash (\backslash$$ $0\mathrm{.}96\backslash )$ par of the $2-$year zero altogether today. Enter into the forward contract and buy $\backslash (\backslash$$ $1\backslash )$ par of the $2-$year zero altogether today. QUESTION $3$ into this forward contract. Assuming there are no arbitrage opportunities, what is the current spot price $($the price to pay today$)$ for $\backslash (\backslash$$ $1\backslash )$ par of the zero maturing at time $3?0\mathrm{.}90.\backslash (\backslash$checkmark $0\mathrm{.}913\backslash )\mathrm{.}0\mathrm{.}794.0\mathrm{.}864.$ QUESTION $4$ into this forward contract. Assuming there are no arbitrage opportunities, what is the current $3-$year zero rate? $4\mathrm{.}9326\backslash \%\mathrm{.}4\mathrm{.}7238\backslash \%.\backslash (\backslash$smile $5\mathrm{.}4713\backslash \%\backslash ).5\mathrm{.}6529\backslash \%.$