supposed you are given the yearly spot rate curve s1= 0.05 (from 0 to year 1), s2=0.06, s3=0. Note that si is the interest rate between the current...

supposed you are given the yearly spot rate curve s1= 0.05 (from 0 to year 1), s2=0.06, s3=0.07. Note that si is the interest rate between the current time (time 0), and year i. Suppose the short rate for the fourth year is F3,4 = 0.07. Find the forward rate between year 2 and year 4 (i.e. f2,4). Use annual compounding for your calculations