S10 = Question 4. For this question and the above yield curve (i) Find the continuous spot rates for S1, S2, ..., 55. and describe the with also S8 = 0.025, 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? S10 = Question 4. For this question and the above yield curve (i) Find the continuous spot rates for S1, S2, ..., 55. and describe the with also S8 = 0.025, 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