Here is a table of zero coupon bond prices (F = $1) and maturities: 1 2 3 4 5 Maturity (yrs) ZCB Prices 0.97324 0.93895 0.90194 0.86474 0.82988 a) Fill in the following table of effective annual spot rates. 1 2 3 4 5 Time (yrs) Spot rates (%) b) Fill in the following table of 1 year forward rates F[0,1] F[1,2] F[2,3] F[3,4] F[4,5) 1 Year Fwd Rates (%) Here is a table of forward rates (notice they are not all 1 year forwards, one is a two year forward rate!) F[0,1] F[1,2] F[2,3 F[3,4 F[3,5]