Yield curve data provides the following forward or spot rates: fo = 0.02 f = 0.025 a. f2 = 0.02625 Find the zero-coupon rates Z through Z4. (24 points) Note: Use the equation (1 + Z) = (1+fo)... (1+fn-1) f3 = 0.0275

Yield curve data provides the following forward or spot rates: f0=0.02f1=0.025f2=0.02625f3=0.0275 a. Find the zero-coupon rates Z1 through Z4. (24 points) Note: Use the equation (1+Zn)n=(1+f0)(1+fn1)