Given the zero coupon bond prices :

Time	1	2	3	4	5
----------	----------	----------	----------	----------	----------
Price ($)	0.1	0.2	0.3	0.4	0.5

Compute the 1 year forward rates F_[n,n+1] for n = 0 through 3.

Compute the expected annual floating interest payments on a 6 year swap with a notional principal of $10,000,000 based on this yield curve.

Compute the 4 year fixed (annual) swap rate.