Based on your calculations of the spot rates below, calculate:

a. The forward rate for a one-year zero issued one year from today, f(1,1)

b. The forward rate for a one-year zero issued 2 years from today, f(2,1)

c. The forward rate for a two-year zero issued two years from today, f(2,2)

Maturity	Par Rate	Spot Rate
1	2.00%	2.00%
2	2.57%	2.5774%
3	3.11%	3.1331%
4	3.88%	3.9490%

Please show work!