2. Assume you have already calculated the spot rate curve given below: Maturity Spot Rate: rot 1 1.5% 2 1.8% 3 2.1% 4 2.5% 5 3.0% a. What are the one year forward rates implied by this spot curve (ie r1,2, r3,3, r3,4, and rs)? b. What are the two year forward rates implied by this spot curve (ie r13, r2,4, and r3,5)? c. What trades in zero coupon bonds with the yields from the table would you need to make today in order to commit to effectively "lend" money between 1 year from now and 3 years from now at the rate r1,3? d. What zero coupon bond would you want to buy today if you were speculating that the spot rate curve would remain static during the next year