Please help with the formulas to double check my rates using the 4 year par bond section.

F G H J L M N A B D E 1 Par interest rate curve 2 3 Year Rate Spot rates 1 year forward rates 4 1 2.00% 2.00% 2.00% 5 2 3.00% 3.02% 4.04% 6 3 3.50% 3.53% 4.57% 7 4 4.00% 4.06% 5.66% 93.2705121 3 year spot i 0.03529789 Double check your rates using 4 year par bond t cf pv.spot pv.fwd 0 1 4 2 4 3 4 4 104 88.7044992 4 year spot i 0.04057149 9 10 Interest rate volatility 11 15.00% 12 13 14 price: price should be $100 for both methods, if you calculated all rates correctly