Suppose the 1-year zero rate is 3% per annum, 2-year zero rate is 4% per annum, 3-year zero rate is 4.6% per annum, all with continuously compounded. What is the forward rate per annum for the third year? Select the most suitable answer.

Select one:

a. 5%

b. 4.8%

c. 6.5%

d. 6.2%

e. 5.8%