The 3-month Eurodollar futures price is quoted as 94.2 for a contract maturing in 4 years. The standard deviation of the changes in short-term interest rates in 1 year is 1.6%. Part 1 Attempt 1/5 for 10 pts. What is the forward rate from 4 and 4.25 years from the Eurodollar quote? What is the forward rate from 4 to 4.25 years with continuous compounding and an actual/365 day count? Part 3 Attempt 1/5 for 10 pts. What is the value of the convexity adjustment (in absolute terms)? What is the forward LIBOR interest rate for the period between 4 and 4.25 years from now (with continuous compounding)