Question: Suppose that zero interest rates with continuous compounding are as follows: Question 1 What is the forward rate with continuous compounding for a three-month period

 Suppose that zero interest rates with continuous compounding are as follows:

Suppose that zero interest rates with continuous compounding are as follows: Question 1 What is the forward rate with continuous compounding for a three-month period starting in one year? (Note: Enter the answer as percentage with 3 number after the decimal point). Question 2 What is the forward rate (computed in question 1) with quarterly compounding? (Note: Enter the answer as percentage with 3 number after the decimal point). Question 3 Note: Enter the answer with 2 numbers after the decimal point)

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