Given the zero coupon bond prices in the following table: Time (yrs) 1 2 3 5 Price ($) 0.96628 0.92920 0.88925 0.85103 0.81495 a) (4 marks) Compute the 1 year forward rates Fin, n = 11 for n = 0 through 4. b) (4 marks) Compute the expected annual floating interest payments on a 5 year swap with a notional principal of $9,000,000 based on this yield curve. c) (6 marks) Compute the 5 year fixed (annual) swap rate