Suppose that the yield curve for risk-free zero coupon bonds is as given below: Maturity (years) Yield 1.25 2 3 S2= S4= 2.25 f3 = Forward Rate 2.0516 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.yy96, S4= Z.ZZ%.

Compute the spot or forvard rates that complete the table. Provide your solutions to the 'answer block beiow using the notation in the table