Suppose that at the moment you can trade the following zero$-$coupon bonds issued by the Spanish Government $($face values equal to $1,000)$ in the fixed income market. Compute the forward interest rate for a loan that starts in two years and lasts for three years.

a$.$ Between $5\mathrm{.}58\%$ and $5\mathrm{.}60\%$

b$.$ Between $5\mathrm{.}72\%$ and $5\mathrm{.}74\%$

c$.$ Between $5\mathrm{.}23\%$ and $5\mathrm{.}25\%$

d$.$ Between $5\mathrm{.}67\%$ and $5\mathrm{.}69\%$