Quarter 1 2 3 4 5 6 7 8 Zero-coupon bond price 0.9852 0.9701 0.9546 0.9388 0.9231 0.9075 0.8919 0.8763 Euro-denominated 0.9913 0.9825 0.9735 0.9643 0.9551 0.9459 0.9367 0.9274 zero-coupon bond price Euro forward price 0.9056 0.9115 0.9178 0.9244 0.9312 0.9381 0.9452 0.9524 ($/) a) Using the zero-coupon bond yields, what is the fixed rate in a 4-quarter interest rate swap? What is the fixed rate in an 8-quarter interest rate swap? b) Verify that it is possible to derive the 8-quarter dollar interest swap rate from the 8-quarter euro interest swap rate