Sage Simmons, a bond portfolio manager, derived the following spot rate curve from annual-coupon sovereign government bonds to use for computing forward rates implied by current spot rates. a. What is the forward rate for a one-year loan beginning in two years (f2,1) ? (1 point) b. What is the forward rate for a two-year loan beginning in two years (f2,2) ? (1 point) c. The price of a one-year zero-coupon bonds beginning in four years (F4,1) is 0.9568. What is the five-year spot rate (z5) ? (2 points)