Question 4 (6 points) You are working as Fixed Income Analyst, and you would like to use term-structure techniques to price corporate bonds. You are given the following term structure: Forward rate Years 1 2 Spot rate 5.0 % 6.0 % 6.5% = f2 = f3 a) Determine the values f2 and fz representing the forward rates for years 2 and 3 respectively (as shown in the table above). (2 marks) b) What will the spot rate be once one year has passed? (1 mark)