$6\mathrm{.}22.$ Suppose that the $300$day LIBOR zero rate is $4\%$ and Eurodollar quotes for contracts maturing in $300,398,$ and $489$ days are $95\mathrm{.}83,95\mathrm{.}62,$ and $95\mathrm{.}48.$ Calculate $398$day and $489$day LIBOR zero rates. Assume no difference between forward and futures rates for the purposes of your calculations.