no use of excel, give formulas for all steps

Suppose that the prices of zero-coupon bonds with various maturitles are glven in the following table. The face value of each bond is $1.000. 0. Calculate the forward rate of interest for each year. (Round your onswers to 2 decimol ploces.) b. How could you construct a 1-year forward loan beginning in year 3 ? (Round your Rate of synthetic loon answer to 2 decimol ploces.) c. How could you construct a 1 year forward loan beginning in year 4 ? (Round your Rate of synthetic loon onswer to 2 decimal ploces.)