To find the present value of this, we'll need the zero rate for $4$ months. Here is what

you need to do next:

Convert the $3-$month forward SOFR for months $1-4,$ which is in quarterly

compounded form, into a continuously compounded rate.

Use the $1-$month zero rate given previously and the forward rate you just

calculated to calculate the $4-$month zero rate. Enter this rate in $\%$ with at

least $3$ decimal places.

$5\mathrm{.}133$

$1$ point

Now use your answers from the previous two questions to calculate the PV of the

estimated net cash flow for month $4.$ Enter your answer in thousands of $ with at

least $2$ decimal places.

$1$ point

Finally, carry out this process two more times for the remaining two payments.

Then add all the present values you've calculated. Enter in thousands of $$,$ you can

now round to the nearest integer.