4. Assume the following Treasury spot rates: Period Years to Spot rate maturity (9%) JOURWN 0.5 5.0 1.0 5.4 1.5 5.8 2.0 6.4 2.5 7.0 3.0 7.2 3.5 7.4 4.0 7.8 Compute the following forward rates: a. the 6-month forward rate six months from now. b. the 6-month forward rate one year from now. c. the 6-month forward rate three years from now. d. the 2-year forward rate one year from now. e. the 1-year forward rate two years from now