Let z(k) denote the k-year continuously compounded zero-coupon yield

for the current term structure. You are given that z(1) = 0.035, z(2) = 0.041, z(3) = 0.045, z(4) = 0.049, z(5) = 0.051, z(6) = 0.053

Compute the one-year forward rate in effect 4 years from now. Compute the two-year forward rate in effect 4 years from now. Compute the three-year forward rate in effect 3 years from now.