You are given the following information for 4 Bonds: A, B, C, and D. Use this information to answer all the following questions.

All interest rate related answers must be entered as a DECIMAL rounded up to 4 DP.

Example: If the answer is 12.3456%, enter 0.1235

[Anything from 0.1234 to 0.1236 will be marked as correct]

Assume that the Face Value of all Bonds is $100.

Assume all Coupons are Paid Semi-Annually.

Bond	Maturity in Years	Coupon Rate (%)	Price in $
A	0.5	0.0%	96.0
B	1.0	0.0%	90.0
C	1.5	10.0%	98.0
D	2.0	16.0%	105.0

Find the 1-year forward rate at t =0.5: (_0.5R_1.5).

Find the 1-year forward rate at t =1: (₁R₂).

Find the 1.5-year forward rate at t =0.5: (_0.5R₂).

Please show the work, and do not copy others answer. Thanks