Suppose that zero interest rates with continuous compounding are as follows:

$\backslash$table$[[$Maturity $($months$),$Rate $(\%$ per annum$)],[3,3\mathrm{.}0],[6,3\mathrm{.}2],[9,3\mathrm{.}4],[12,3\mathrm{.}5],[15,3\mathrm{.}6],[18,3\mathrm{.}7]]$

Calculate forward interest rates for the second, third, fourth, fifth, and sixth quarters.