The Eurodollar quote for a contract maturing in $270$ days is $96\mathrm{.}9.$ The $270-$day LIBOR zero rate is $4\mathrm{.}1\%($with continuous compounding$).$ For the purpose of this problem, no adjustment is necessary for the difference between forward and futures rates.

What is the forward rate from $270$ to $361$ days from the Eurodollar quote?

What is the forward rate from $270$ to $361$ days with continuous compounding and an actual$/365$ day count?

What is the $361-$day LIBOR zero rate $($with continuous compounding$)?$

Please provide detailed explanation