problem 4.6 in the book options, futures, and other derivatives- I am unable to figure out how to solve this problem at all, any help would be great!

Assume that a bank can borrow or lend at the rates in Problem. What is the value of an FRA where it will earn 9.5% for a 3-month period starting in 1 year on a principal of $1,000,000? The interest rate is expressed with quarterly compounding Suppose that zero interest rates with continuous compounding are as follows: Maturity Rate per annum) (months) 8.0 8.2 8.4 12 8.4 15 8.6 18 8.7 Calculate forward interest rates for the second, third, fourth, fifth, and sixth quarters