please help! due in 1 hour! s2=2.25 i believe!

QUESTION 23 Suppose that the yield curve for risk-free zero coupon bonds is as given below: Maturity (years) Yield Forward Rate 1 200 2 S2 2.50 3 2.65 4 S4= 4.66 What is the value of f3? [NOTE: Enter your answer in the same format as in the table, without a percent sign. That is, if your calculation yields 0.0567, then enter 5.67] ho QUESTION 24 Suppose that the yield curve for risk-free zero coupon bonds is as given below Yield Maturity (years) 1 Forward Rate 2.00 2 S2- 2.50 3 2.65 13 = 4 S4= 4.66 What is the value of S4? [NOTE: Enter your answer in the same format as in the table, without a percent sign. That is, if your calculation yields 0.0567, then enter 5.67)