Intro Eurodollar quotes for contracts maturing in 270, 361 and 452 days are 96.88, 96.64 and 96.5, respectively. The 270-day LIBOR zero rate is 4.1% (with continuous compounding). For the purpose of this problem, no adjustment is necessary for the difference between forward and futures rates. Part 1 | Attempt 1/10 for 7.5 pts. What is the 361-day LIBOR zero rate (with continuous compounding)? 4+ decimals Submit Part 2 Attempt 1/10 for 7.5 pts. What is the 452-day LIBOR zero rate with continuous compounding)? 4+ decimals Submit Intro Eurodollar quotes for contracts maturing in 270, 361 and 452 days are 96.88, 96.64 and 96.5, respectively. The 270-day LIBOR zero rate is 4.1% (with continuous compounding). For the purpose of this problem, no adjustment is necessary for the difference between forward and futures rates. Part 1 | Attempt 1/10 for 7.5 pts. What is the 361-day LIBOR zero rate (with continuous compounding)? 4+ decimals Submit Part 2 Attempt 1/10 for 7.5 pts. What is the 452-day LIBOR zero rate with continuous compounding)? 4+ decimals Submit