please answer all the parts not just the first one

Exercise 5 (Forward rate agreements) (9 points) The figure below provides the actual interest curve (zerobond yields y: (maturity t; in % p.a.). y yield to maturity (zerobonds/ in % pa) maturity (in years) a) Please classify the interest curve: interest curve A company closes a forward rate loan (zerobond loan with "rate": r(t:T)) which starts in t (>0) and ends in T. You are provided the following incomplete duplication table whose calculations are based on the provided interest curve. No. Deal (1) Forward rate loan (ret:7 100 - 100 (tritt Deal 1: (2) - 100/(1+y) - 100 Deal 2 (3) V. - 100 (1+0,0325721.017 Sum (2)+(3) 100 b) Please fill the missing values (V, and V2V expressions (deal 1 and deal 2) into the four empty cells which have a white background colour. c) Please mark all zerobond spot yields which can be calculated from the table. Please add an "X" on the normal interest curve for the respective maturity level (years). Please calculate the forward rate r(tT) (in % p.a.). Exercise 5 (Forward rate agreements) (9 points) The figure below provides the actual interest curve (zerobond yields y: (maturity t; in % p.a.). y yield to maturity (zerobonds/ in % pa) maturity (in years) a) Please classify the interest curve: interest curve A company closes a forward rate loan (zerobond loan with "rate": r(t:T)) which starts in t (>0) and ends in T. You are provided the following incomplete duplication table whose calculations are based on the provided interest curve. No. Deal (1) Forward rate loan (ret:7 100 - 100 (tritt Deal 1: (2) - 100/(1+y) - 100 Deal 2 (3) V. - 100 (1+0,0325721.017 Sum (2)+(3) 100 b) Please fill the missing values (V, and V2V expressions (deal 1 and deal 2) into the four empty cells which have a white background colour. c) Please mark all zerobond spot yields which can be calculated from the table. Please add an "X" on the normal interest curve for the respective maturity level (years). Please calculate the forward rate r(tT) (in % p.a.)