0 The following information applies to Question 18 and Question 19. Suppose the 12-month and 18-month continuously compounded interest rates are 4.6% and 4.7% respectively. Question 18 Compute the 12-to-18 month simple forward rate consistent with the given continuously compounded rates. D Question 19 4 pts If the volatility of the 12-to-18 month simple forward rate is 11%, then what is the price of the floorlet that floors the 12-to-18 month simple forward rate at 4.9% on the principal of $1,000,000? If you were unable to answer Question 18, then use 4.96% as the 12-to-18 month simple forward rate. Note, however, that this may not be the correct answer to Question 18. 0 The following information applies to Question 18 and Question 19. Suppose the 12-month and 18-month continuously compounded interest rates are 4.6% and 4.7% respectively. Question 18 Compute the 12-to-18 month simple forward rate consistent with the given continuously compounded rates. D Question 19 4 pts If the volatility of the 12-to-18 month simple forward rate is 11%, then what is the price of the floorlet that floors the 12-to-18 month simple forward rate at 4.9% on the principal of $1,000,000? If you were unable to answer Question 18, then use 4.96% as the 12-to-18 month simple forward rate. Note, however, that this may not be the correct answer to Question 18