Use similar R-code I showed you in class to convert spot rates to forward rate and vice versa: a) Suppose spot rates from spot curve are: (y, Y2, Y3, Y4) = (3.0%, 4.0%, 4.6%, 5.0%) for year 1, 2, 3, and 4. Use R code to find the forward rate for nth year (% per annum). Do it for both the continuous compounding and semi-annual compounding. b) Suppose forward rates from forward curve are: (11,12,13,14) = (3.0%, 4.0%, 4.6%, 5.0%) for year 1, 2, 3, and 4 (% per annum). Use R code to find yield curve. Do it for both the continuous compounding and semi-annual compounding.