Suppose that risk-free zero interest rates with semiannual compounding are as follows: Forwar (semiannual (continuousrates Rates Rates Maturity (years) 0.5 1.0 1.5 2.0 compoundi compoundi (continuous 4.00% 4.50% 4.75% 5.00% Calculate the rates with continuous compounding Calculate the continuously compounded forward rates for the periods: 6 months to 12 months, 12 months to 18 months, and 18 months to 24 months. Calculate the semiannually compounded forward rate for the six-month period beginning in 18 months. what is the value today of an FRA where the holder pays LIBOR and receives 796 (semiannually compounded) for the six-month period beginning in 18 months? Assume the current forward LIBOR rate for this period is the semiannually compounded rate calculated immediately above Rate of interest agreed to in FRA Forward LIBOR interest rate for period Principal 7.00% | 0.00% 10,000,000 Value of the FRA today Suppose that risk-free zero interest rates with semiannual compounding are as follows: Forwar (semiannual (continuousrates Rates Rates Maturity (years) 0.5 1.0 1.5 2.0 compoundi compoundi (continuous 4.00% 4.50% 4.75% 5.00% Calculate the rates with continuous compounding Calculate the continuously compounded forward rates for the periods: 6 months to 12 months, 12 months to 18 months, and 18 months to 24 months. Calculate the semiannually compounded forward rate for the six-month period beginning in 18 months. what is the value today of an FRA where the holder pays LIBOR and receives 796 (semiannually compounded) for the six-month period beginning in 18 months? Assume the current forward LIBOR rate for this period is the semiannually compounded rate calculated immediately above Rate of interest agreed to in FRA Forward LIBOR interest rate for period Principal 7.00% | 0.00% 10,000,000 Value of the FRA today