Question: Suppose that zero interest rates with continuous compounding are as follows: Maturity( years) Rate (% per annum) 1 3..5 2 4.0 3 4.2 4 4.6

Suppose that zero interest rates with continuous compounding are as follows: Maturity( years) Rate (% per annum) 1 3..5 2 4.0 3 4.2 4 4.6 5 5.0 What is the one year forward interest rate for the fourth year? Please enter your answer as a number rounded to one decimal place (e.g., enter 6.0 to indicate 6.0%).

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