Question 3 (3 points) Consider a 2-year bond whose par value is $1,000 and coupon rate is 6% per year, payable semi-annually. The bond's current price is such that its yield is 5.50% p.a.. continuous compounding. Suppose also that the current term structure of spot interest rates is as follows: Term.(years) Rate(% pa, continuous compounding) 0.50 4.44596 1.00 4.740% 1.50 5.060% What is the forward interest rate for a lending/borrowing transaction that starts in 1.50 years and ends in 2 years (.e., r(1.5,2))