a$-$ What is $$market forecast$$ of SOFR on the maturity dates of the first $8$ contracts? $($maturity date is the third Wednesday of the month of the contract$-$ ignore the convexity adjustment$).$

b$-$Using simple linear interpolation to estimate SOFR on a specific date, calculate $2$ year fixed$-$float swap rate starting on the Spot date where

a$.$ Floating rate is $3$ months SOFR that is paid quarterly and the fixed rate is also paid quarterly on money market basis $($Quarterly$/$Money$)$

b$.$ Floating rate is $3$ months SOFR that is paid quarterly, however the fixed rate is paid semi$-$annually on bond basis Actual$/365($Semi$/$Bond$)$