10 mining t of Suppose that risk-free zero interest rates with continuous compounding are as follows: (Note that these rates are all for time periods which begin at time zero and run "x" years into the future.) Zero Rates Maturity (Years) Rate (% per annum) 12345 1.21 1,39 1.81 2.32 2.81 Calculate the two-year forward rate for the third and fourth year. That is, at t-2, what will be the two-year rate? Report your answer in percentage terms rounded to two decimal places without the % sign. Answer: Check