Actuarial FM question:

Consider the following table of nyear, $100 par-value bonds with 8% annual coupons, n = 1, 2, 3, 4:

Term	1 year	2 year	3 year	4 year
annual effective yield	4.6%	5.4%	6.0%	6.5%

Calculate (i) the 1, 2, 3, 4year spot interest rates; (ii) the 0, 1, 2, 3year forward interest rates.