Treasury zero rates for various maturities are given below (with semiannual compounding): Part 1 Attempt 1/5 for 10 pt: What is the 2-year rate with continuous compounding? Part 2 Attempt 1/5 for 10 pts: What is the 6-month forward rate (with continuous compounding) from 1.5 to 2 years? What is the 6-month forward rate (with semiannual compounding) from 1.5 to 2 years? Part 4 - Attompt 1/5 for 10 pts. What is the value of an FRA with a principal of $100 million where the holder rocelves LIBOR and pays 4.1% (semiannually compounded) for a six-month period beginning in 1.5 years (in $ million)