Suppose the nominal spot rates for the next four years from now (t = 0) are s1 = 6.40, s2 = 7.00, s3 = 7.50 and s4 = 7.80 in %. Find the spot rates s1, s2, s3 and s4 for annual compounding. Find the forward rates f1, 4, f2, 3, and f2, 4 for quarterly compounding Find the forward rates f2, 3, f2, 4, and f3, 4 for continuous compounding