The data today is July $1,2019.$ Calculate the zero and the forward rates given the following information.

Bond Coupon Price Face Value Maturity

$1$ $$0\mathrm{.}0$ $$95100$ July $1,2020$

$2$ $$0\mathrm{.}0$ $$89100$ July $1,2021$

$3$ $$0\mathrm{.}0$ $$83100$ July $1,2022$

$4$ $$3\mathrm{.}0$ every year. The first coupon is due on July $1,2020$ $$103100$ July $1,2023$