Given the following set of spot rates: oro = 4.0% oro2 = 5.5% oro = 6.5% 7.0% oros = 7.2% of on A.) What rate, negotiated and committed to today, should be paid for a two-year loan of $500,000 to be made at the beginning of year three and repaid at the end of year 4? That is, what is the forward rate orza? (15 points) B.) Suppose a counterpart for the forward contract in part A cannot be found. What can one do today to "lock in" a rate of r2.? That is, how can one obtain the same cash flows offered by the forward contract without actually entering into such a contract? Show all calculations involved. Demonstrate that your proposal actually works! (15 points)