1) a. Given the following zero coupon yields, solve for the forward rates: Zt,t+0.5 = 0.30% Zt;t+1.0 = 0.47% f0,0.5,1.0 = Zt,t+1.5 = 0.64% f0,1.0.1.5 = Zt,t+2.0 = 0.92% f0,1.5,2.0 = Zt;t+2.5 = 1.05% fo.2.0.2.5 = Zt,t+3.0 = 1.20% f0,2.5,3.0 = Zt,t+3.5 = 1.30% f0,3.0,3.5 = Zt,t+4.0 = 1.43% f0,3.5,4.0 = Zt,t+4.5 = 1.62% f0,4.0,4.5 = Zt.t+5.0 = 1.79% f0,4.5,5.0 = b. Graph the spot and the forward curve using the term as the x-axis for the spot curve and the start date of the forward rates as the x-axis for the forward curve. 2) Given the information above, calculate interest rate swap rates for two, three, four and five year interest rate swaps. Build a spreadsheet that can be used to calculate the swap rates given the inputs from above. Make sure that the spreadsheet can accommodate any changes in the information provided. 1) a. Given the following zero coupon yields, solve for the forward rates: Zt,t+0.5 = 0.30% Zt;t+1.0 = 0.47% f0,0.5,1.0 = Zt,t+1.5 = 0.64% f0,1.0.1.5 = Zt,t+2.0 = 0.92% f0,1.5,2.0 = Zt;t+2.5 = 1.05% fo.2.0.2.5 = Zt,t+3.0 = 1.20% f0,2.5,3.0 = Zt,t+3.5 = 1.30% f0,3.0,3.5 = Zt,t+4.0 = 1.43% f0,3.5,4.0 = Zt,t+4.5 = 1.62% f0,4.0,4.5 = Zt.t+5.0 = 1.79% f0,4.5,5.0 = b. Graph the spot and the forward curve using the term as the x-axis for the spot curve and the start date of the forward rates as the x-axis for the forward curve. 2) Given the information above, calculate interest rate swap rates for two, three, four and five year interest rate swaps. Build a spreadsheet that can be used to calculate the swap rates given the inputs from above. Make sure that the spreadsheet can accommodate any changes in the information provided