Q2 Suppose that the zero interest rates with continuous compounding rate are as follows: Zero rates Year 1 2 2 2.5 WANN 3 3.25 4 4 5 4.5 Find the one year forward rates for the second, third, fourth and fifth years. Also, find the value of one year forward rate agreement where you will pay 6% with annual compounding on $1million for the 4th year. (12 points) Q2 Suppose that the zero interest rates with continuous compounding rate are as follows: Zero rates Year 1 2 2 2.5 WANN 3 3.25 4 4 5 4.5 Find the one year forward rates for the second, third, fourth and fifth years. Also, find the value of one year forward rate agreement where you will pay 6% with annual compounding on $1million for the 4th year. (12 points)