Given the following sequence of spot rates derived from government bonds. Time-to-Maturity Spot Rates 1 year 9.8% 2 years 9.2% 3 years 8.1% 4 years 7.7% 5 years 6.9% 1) Calculate the forward rate f(2, 1). (Keep four decimal places in all percents or six decimal places in decimals, i.e. X.XXXX% in your calculations) 2) Calculate the forward rate f(3.2). (Keep four decimal places in all percents or six decimal places in decimals, i.e. X.XXXX% in your calculations) 3) Calculate the forward rate f(1.3). (Keep four decimal places in all percents or six decimal places in decimals, i.e. X.XXXX% in your calculations) 4) If the 8-year government bond spot rate is 4.4%, what is the forward rate we should use for the forward contract on a 6-year zero-coupon government bond that will be issued in 2 years? (Keep four decimal places in all percents or six decimal places in decimals, i.e. X.XXXX% in your calculations) 5) Use the above information to value a 5-year, $1000 par value, 5.5%? annual coupon-paying bond.