Table 5.8 contains the continuously compounded forward rates ((0, T - (, T), where ( = 0.25. The first entry is the current spot rate, as for T = 0.25 we have ((0, 0, 0.25) = r(0,0.25). Compute the forward discount factors F(0, T - (, T), the current discount factors Z(0, T), and the current term structure of interest rates.

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MatnityForward Rate MaturityForani RateMaturityForwand Rate 3,55% 3,58 419% 3.90% 4,54% 5,00% 4,70 ,88 5,30% 4.92% 275 6.12% 075 5.75 631% 630% 3.50 3,75 4.00 6,20% 634% 6.005 5995 6 58 6,25 6.50 706% 687% L75 7.00 475