The following table shows the current periodically compounded risk-free interest rates. Which of the following statements is/are correct? Year 0.5 1.0 1.5 2.0 2.5 3.0 Interest rate 3.00% 3.18% 3.32% 3.48% 3.53% 3.55% The continuously compounded forward rate from now to 6 months is 3.000%. The continuously compounded forward rate from 1.5 years to 3 years is 3.507%. The continuously compounded forward rate from 2 years to 3 years is 3.392%. The continuously compounded forward rate from now to 6 months is 2.978%. Atlantis Pension Plan has an interest rate swap outstanding. The company pays 1.5% fixed-rate payments and receives floating-rate payments at the 3-month LIBOR rate. Both cash flows occur every 3 months. The notional principal is $100,000. Now, the maturity date of the swap is in 6 months. The current yield curve is shown in the following table. Term 2 months 3 months 6 months 9 months Interest rate 1.42% 1.45% 1.53% 1.62% The current value of the swap to Atlantis Pension Plan is $99,254.21. The current value of the swap to Atlantis Pension Plan is $16.2960. The current value of the swap to Atlantis Pension Plan is $97,016.86. The current value of the swap to Atlantis Pension Plan is -$2,221.06