You are given the following benchmark spot rates:

Maturity	Spot Rate
1	2.90%
2	3.20%
3	3.60%
4	4.20%

a) Compute the forward rate between years 1 and 2.

b) Compute the forward rate between years 1 and 3.

c) What is the zero price today of a five-year zero-coupon bond if the forward price for a one-year zero-coupon bond beginning in four years is known to be 0.9461

d) Calculate the price of a 4% annual coupon corporate bond with two years remaining to maturity has a Z-spread of 200bps. Assume interest paid annually.