For Problems 20-22 use the following information and SHOw wORK Assume the following zero coupon yield curve with annual rates (no semi-annual compounding) 1-year: 2.25%- 2-year: 2.5% 3-year: 2.75% 4-year: 3.0% 5-year: 3.25% 7-year: 3.50% 20) What is the forward 3-year rate, 4 years from now? 21) Assume you can borrow and/or invest at the stated rates on a zero-coupon basis for any of the maturities listed above. Also assume you believe that 3-year interest rates starting in two years will co ual 40%. Outline a reasonable trade thar omtinesborrowing and investing to hopefully profit from your projections 22) Assume you can borrow and/or invest at the stated ratesion agero-coupon basis for any of the maturities listed above. Assume you borrow $100 for 7 years and invest for 5 ycars. You believe that you will be able to reinvest after 5 years at 50% for the following 2 years. Your expected net profit for this trade at the end of 7 years will be