9. You are given the following spot interest rates: The rates are convertible semi-annually. For example, a(0.5)=1+0.0412/2,a(1)=(1+0.0438/2)2. Calculate the k-year deferred 1-year forward rates for k=1,2,3 and also the 1.5-year and 2.5-year par yields. All rates are convertible on a semi-annual basis, and the par yields are calculated assuming bonds pay semi-annual coupon