= Question 4. For this question and the above yield curve (i) Find the continuous spot rates for S1, S2, ...,S5. and describe the with also S8 0.025, S10 0.027 where the subscript indicates years from today. Based on this data (ii) What is the forward rate for a three year bond 2 years from now? Is this rate higher or lower than the current rate for a three year ZCB? (iii) What is the forward rate for a eight year bond 2 years from now? (iv) What will be the prices of 3 year (respectively 8 year) zero coupon bonds now and in two years time - based on these interest rates? = Question 4. For this question and the above yield curve (i) Find the continuous spot rates for S1, S2, ...,S5. and describe the with also S8 0.025, S10 0.027 where the subscript indicates years from today. Based on this data (ii) What is the forward rate for a three year bond 2 years from now? Is this rate higher or lower than the current rate for a three year ZCB? (iii) What is the forward rate for a eight year bond 2 years from now? (iv) What will be the prices of 3 year (respectively 8 year) zero coupon bonds now and in two years time - based on these interest rates