Please provide your calculations (formulas), thanks

Suppose the following bonds are traded in the market on the 15th of July 2015: - 1-month zero coupon with $1000 face value currently trades at $996.672 - 3-month zero coupon bond with $1000 face value currently trades at $989.555 - 1-year 10% semi-annual coupon bond with $1000 face value currently trades at $1051.706 - 1-year 16% quarterly coupon bond with $1000 face value currently trades at $1110.628 - 1-year 4% quarterly coupon bond with $1000 face value currently trades at $993.938

(a) What are the continuously compounded 1-month, 3-month, 6-month, 9-month and 12-month spot rates? (b) On the 15th of July 2015 you would like to lock in an interest rate to borrow on the 15th of August 2015 $1000000 for 8 months (until the 15th of April 2016). What is the continuously compounded forward rate you can lock in?