Suppose a stock is currently (time t = 0) worth 100. Further, suppose the one year annually compounded interest rate is 2%, and the two year annually compounded rate is 3%. Find the following: a) The forward price for a forward contract on the stock with maturity year T1 = 1.

b) The forward price for a forward contract on the stock with maturity year T2 = 2. c) The forward price for a forward contract with maturity T1 = 1 on a ZCB with maturity T2 = 2. d) The forward price for a forward contract with maturity T1 = 1 on a forward contract on the stock with maturity T2 = 2 and delivery price K = 101.