$.$ Given the following term structure of interest rates,

Maturity $($years$)12345$

Spot interest rate $3,5\%4,5\%5,0\%5,4\%5,75\%$

Compute the forward interest rate from year t$=1$ to year t$=3(0$f$1,3),$ and the forward

interest rate from year t$=4$ to year t$=5(0$f$4,5),$ respectively,

a$.0$f$1,3=5\mathrm{.}76\%$; $0$f$4,5=7\mathrm{.}16\%$

b$.0$f$1,3=5\mathrm{.}00\%$; $0$f$4,5=6\mathrm{.}54\%$

c$.0$f$1,3=4\mathrm{.}54\%$; $0$f$4,5=9\mathrm{.}32\%$

d$.$ None of the above.