2. Suppose that zero interest rates with continuous compounding are as follows: Maturity (months) Rate (% per annum) 3 3.0 6 3.2 9 3.4 12 3.5 Calculate forward interest rates for the second, third, fourth quarters. 2. Suppose that zero interest rates with continuous compounding are as follows: Maturity (months) Rate (% per annum) 3 3.0 6 3.2 9 3.4 12 3.5 Calculate forward interest rates for the second, third, fourth quarters