suppose that 1-year, 2-year, 5-year zero rates continously compounded are 1.0% 2.7% 5.0% respectively

suppose that the forward interest rates for the period of time between 1and 4 years (F1_4) is equal to 7.p%

suppose that the forward interest rates for the period of the time between 3 and 5 hears (F3_5) is equal to 8.3%

what is the difference between 4 year zero rate and the 3 year zero rate

select one

a. 1.3

b. 2.7%

c. none

d. 5.5%

e. 8.3%