Treasury zero rates for various maturities are given below (with semiannual compounding): Part 1 Attempt 1/5 for 10p What is the 2 -year rate with continuous compounding? What is the 6-month forward rate (with continuous compounding) from 1.5 to 2 years? Part 3 - Attempt 1/5 for 10 pts. What is the 6-month forward rate (with semiannual compounding) from 1.5 to 2 years? Pa4 4 Attempt 1/5 for 10 pts. What is the value of an FRA with a principal of $130 million where the holder receives LIBOR and pays 4.3% (semiannually compounded) for a six-month period beginning in 1.5 years (in $ million)