You are given the following spot (zero) rates:

maturity-1 2 3 4

Zero rate- 3.4% 3.799% 3.999% 4.211%

Calculate the one-year forward rates starting from years 1, 2, and 3. (₁f₁, ₂f₁, and ₃f₁)

Calculate the two-year forward rates starting from years 1 and 2. (1f2 and 2f2)

Calculate the three-year forward rate starting from year 1. (1f3)