You are given the following discount bond prices for use in questions 1,2 and 3 . - P(1)=0.95238 - P(2)=0.89845 - P(3)=0.84200 - P(4)=0.78614 - P(5)=0.73332 Problem 1. On a discrete compounding basis, compute the one-year forward rate two years in the future. Problem 2. Compute the 5 year swap rate. Problem 3. You would like to receive annual floating rate payments for each of the next five years. What is the cost of these payments at time 0