4. Assume the following Treasury spot rates: Period Spot rate w N 1 2 3 4 5 6 7 8 Years to Maturity 0.50 1.00 1.50 2.00 2.50 3.00 3.50 4.00 5.0% 5.4% 5.8% 6.4% 7.0% 7.2% 7.4% 7.8% Compute the following forward rates: a) The 6-month forward rate three years from now. b) The 2-year forward rate one year from now