Suppose that the 1-year LIBOR rate is 4% and 2-year, 3-year, and 4-year LIBOR-for-fixed swap rates with annual payments are 4. 2%, 4. 4%, and 4. 5%. All rates are annually compounded. If LIBOR is used for discounting, what are the LIBOR/swap zero rates for maturities of 2, 3, and 4 years? If LIBOR is used for discounting, what are the LIBOR forward rates for the second, third, and fourth years? If OIS zero rates for maturities of 1, 2, 3, and 4 years are 3. 6%, 3. 8%, 4%, and 4. 1% per annum with annual compounding and OIS discounting is used, what are the LIBOR forward rates for the second, third, and fourth years