The current term structure of quarterly compounding forward rates is given by fj(0)=0.050.0001j,j=0,,119, where fj(0) is the forward rate observed at t=0 for the future period from Tj=jT to Tj+1=(j+1)T, for T=0.25, 3.1. (4) Calculate the in-10-to-10 forward swap rate and long the receiver's swap . 3.2. (4) Suppose that 5 year later, the forward rate curve becomes fj(0)=0.04+0.00015j,j=0,,119