The function s(t) = 0.13 0.06e^t/4 provides the term structure of effective annual rates of zero coupon bonds of maturity t, with t in years. Find the following:

(a) The 3-year forward effective annual rate for a 3 month period.

(b)	The forward effective annual rate for a one day period, 3 years forward (the overnight rate). (Use 1/365 for a one-day period.)