a. (2) What is the fair fixed rate for the trade? b. (2) Suppose one year later, the spot rate curve becomes r^(i/4)=0.028+0.00125i/4,i=1,2,,120. What is the 3-month LBOR rate for the period from 1 to 1.25 years? c. (2) If party A chooses to close out the FRA, what will be his P\&L? 11. In October 15,2022 , the spot-rate curve for quarterly compounding is r^(i/4)=0.03+0.001i/4,i=1,2,,120. a. (4) Calculate and plot the discount curve. b. (4) Calculate and plot the forward rate curve. c. (4) Calculate and plot the swap rate curve. a. (2) What is the fair fixed rate for the trade? b. (2) Suppose one year later, the spot rate curve becomes r^(i/4)=0.028+0.00125i/4,i=1,2,,120. What is the 3-month LBOR rate for the period from 1 to 1.25 years? c. (2) If party A chooses to close out the FRA, what will be his P\&L? 11. In October 15,2022 , the spot-rate curve for quarterly compounding is r^(i/4)=0.03+0.001i/4,i=1,2,,120. a. (4) Calculate and plot the discount curve. b. (4) Calculate and plot the forward rate curve. c. (4) Calculate and plot the swap rate curve