Consider the term structure below. Calculate all the $3-$month forward rates.

LIBOR $($months$)$ rates $(\%)$

$31\mathrm{.}05$

$61\mathrm{.}55$

$91\mathrm{.}85$

$121\mathrm{.}95$

$152$

a$.$ F$(3$x$6)$

b$.$ F$(6$x$9)$

c$.$ F$(9$x$12)$

d$.$ F$(12$x$15)$