4. Table IV contains the continuously compounded forward rates f(0,T-A,T), where A=0.25. The first entry is the current spot rate, as for T=0.25 we have f(0,0,0.25)=r(0,0.25). Compute the forward discount factors F(0,T-A,T), the current discount factors Z(0,1), and the current term structure of interest rates. Table IV. Term Structure of Forward Rates Maturity 0.25 0.50 0.75 1.00 1.25 1.50 1.75 2.00 2.25 2.50 Forward Rate 3.53% 3.58% 4.19% 3.99% 4.54% 5.00% 4.76% 5.88% 5.30% 4.92% Maturity 2.75 3.00 3.25 3.50 3.75 4.00 4.25 4.50 4.75 5.00 Forward Rate 6.09% 5.29% 6.48% 6.20% 6.34% 6.00% 5.99% 6.58% 6.26% 6.69% 4. Table IV contains the continuously compounded forward rates f(0,T-A,T), where A=0.25. The first entry is the current spot rate, as for T=0.25 we have f(0,0,0.25)=r(0,0.25). Compute the forward discount factors F(0,T-A,T), the current discount factors Z(0,1), and the current term structure of interest rates. Table IV. Term Structure of Forward Rates Maturity 0.25 0.50 0.75 1.00 1.25 1.50 1.75 2.00 2.25 2.50 Forward Rate 3.53% 3.58% 4.19% 3.99% 4.54% 5.00% 4.76% 5.88% 5.30% 4.92% Maturity 2.75 3.00 3.25 3.50 3.75 4.00 4.25 4.50 4.75 5.00 Forward Rate 6.09% 5.29% 6.48% 6.20% 6.34% 6.00% 5.99% 6.58% 6.26% 6.69%