Assume that a bank can borrow or lend at the rates in Problem. What is the value of an FRA where it will earn 9.5% for a 3-month period starting in 1 year on a principal of $1,000,000? The interest rate is expressed with quarterly compounding. Suppose that zero interest rates with continuous compounding are as follows: Calculate forward interest rates for the second, third, fourth, fifth, and sixth quarters