The function s(t)=0.140.05et/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 effective annual rate of a 3 year zero coupon bond. (b) The 2-year forward effective annual rate for a one year period. (c) The forward effective annual rate for a one year period, 3 years forward. (d) The 3-year forward effective annual rate for a. 3 month period. (e) The forward effective annual rate for a one day period, 3 years forward (the "overnight" rate). (Use 1/365 for a one-day period.)