Please show steps and formulas used.

The following table summarizes zero-coupon bond prices (with face value 1) and corresponding bond yields: (a) Find the FRA rate r_FRA (2, 3) for borrowing in the third year (ie borrowing to start at t = 2, repaid at t = 3). (b) Find the swap interest rate R for a 3-year swap using the above yield curve. Recall that R satisfies (among other things) Sigma_k R times P (0, T_k) = Sigma_k r_FRA (k - 1, k) times P(0, T_k), where P(0, T) is the price of a zero-coupon bond with maturity T