Suppose that the yield curve for risk-free zero coupon bonds is as given below:

Maturity (years)	Yield	Foward Rate
1	1.25	-------
2	S2=	2.0516
3	2.25	f3=
4	S4=	4.6712

Compute the spot or forward rates that complete the table. Provide your solutions in the "answer block" below using the notation in the table. That is, your answer should read S2 = x.xx%, f3 = y.yy%, S4 = z.zz%.

Please show me how you got each answer as well.

This is all the information I was given..