This is a complete problem with all info provided, I am not sure how to calculate ₀r0,1

And how to decide if there is an arbitrage opportunity.

2. You are given the following continuously compounded forward rateszof'olf 6.5%,01'213= 8.0%, Om: 8.0%, and0r215= 8.0%. You also know that Bond A, which matures at the end of year 5 and pays $10 at the end of year 1 through year 5, has a face value of $100. Its price is $109.76782. (a) Compute the forward rateoi'Lg. (b) Assume the price of a 1-year zero remains the same as in the previous part. If the forward rate 0133 is now 7.4% instead of 8.0%, is there an arbitrage opportunity? What would be your investment strategy and how large of a prot can you make buying or selling one unit of Bond A? Assume you can buy or sell zero coupons