Suppose that the 2-year and 2.5-year zero rates with continuous compounding are 2.6% and 3.0%, respectively. (a) What is the forward rate for the six-month period beginning in 2 years (2R2.5) (from Year 2 to Year 2.5) with continuous compounding? (b) What is the forward rate for the six-month period beginning in 2 years (2R2.5) (from Year 2 to Year 2.5) with semiannual compounding? (c) What is the (Year 0) value of an FRA that promises to pay the lender 4.5% (compounded semiannually) on a principal of $2 million for the six-month period starting in 2 years (from Year 2 to Year 2.5)?

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