The term structure of interest rates is as follows: Maturity Spot Rate / 14% 212%/. What is the forward rate for one year, one year from now (f 1.1)? 2. If the forward rate for two years, one year from now (12. 1) is equal to 9%, then what is. the spot rate with maturity 3 years (13)?

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Q: Suppose that risk-free zero interest rates with continuous compounding are as follows: Maturity Rate…

A: Variables in the question: Maturity (years)Rate (% per annum)12.0%23.00%33.70%44.20%54.50%