Construct the 6-month forward rate curve for 28 September 2021 using the simple bootstrapping procedure and by applying the Frishling and Yamamura method if the quoted market rates are:

Deposit Maturity Rate 1d 4.23% 1w 4.18% 1m 4.43% 3m 4.30% 6m 4.29%

Bill Futures Delivery Rate Dec 21 95.84 Mar 22 95.89 Jun 22 95.72 Sep 22 95.45

Quarterly Swap Maturity Rate 1y 4.260% 2y 4.555% 3y 4.835% 4y 5.100% 5y 5.325% 7y 5.680% 10y 6.005%