You will calculate four forward rates since the spot rate for 3 months is also the forward rate. (Please do ASAP, due in a couple hours)

T 34 CF PV R 100 0.25 B1 B2 0% 0% FV 99.6 99 0.5 PV 1.602% 99.6003 2.010% 99.00001 2.224% 97.80008 2.284% 102.5003 2.442% 105.001 B3 1 1.5 0% 4% 100 100 100 97.8 102.5 105 2 1.98 2 1.956002 2 1.932633 100 96.63167 B4 B5 2 5% 100 102.5003 Spot Rate Curve CF 3.000% B5 0.5 1 1.5 2 2.500% PV 2.5 2.525252 2.5 2.445002 2.5 2.415792 2.5 2.380852 100 95.23408 2.000% 1.500% 1.000% 105.001 0.500% 0.000% 1 2 3 4 5 Face m 100 6.87288% 2 per year SPOT Curve T R 0.5 6.872876 1 CF PV PV(YTM) A 5% 3.4364381 3.351592 3.322187 0.97531 Par Yield 5.80% 3.4364381 3.242795 3.211735 0.94365 6.40% 3.4364381 3.12188 3.104955 0.908464 d 6.80% 3.4364381 2.99947 3.001725 0.872843 6.80% 100 87.28426 87.34989 A 1.5 0.872843 2 2 3.700267 Price 100 99.99049 3.700267 YTM 6.7624% T 34 CF PV R 100 0.25 B1 B2 0% 0% FV 99.6 99 0.5 PV 1.602% 99.6003 2.010% 99.00001 2.224% 97.80008 2.284% 102.5003 2.442% 105.001 B3 1 1.5 0% 4% 100 100 100 97.8 102.5 105 2 1.98 2 1.956002 2 1.932633 100 96.63167 B4 B5 2 5% 100 102.5003 Spot Rate Curve CF 3.000% B5 0.5 1 1.5 2 2.500% PV 2.5 2.525252 2.5 2.445002 2.5 2.415792 2.5 2.380852 100 95.23408 2.000% 1.500% 1.000% 105.001 0.500% 0.000% 1 2 3 4 5 Face m 100 6.87288% 2 per year SPOT Curve T R 0.5 6.872876 1 CF PV PV(YTM) A 5% 3.4364381 3.351592 3.322187 0.97531 Par Yield 5.80% 3.4364381 3.242795 3.211735 0.94365 6.40% 3.4364381 3.12188 3.104955 0.908464 d 6.80% 3.4364381 2.99947 3.001725 0.872843 6.80% 100 87.28426 87.34989 A 1.5 0.872843 2 2 3.700267 Price 100 99.99049 3.700267 YTM 6.7624%