The cash futures price of a 3month zero

The cash futures price of a 3month zero coupon bond with a face value of $100 for delivery in 8.81 months from now is $96.59. Suppose current spot interest rate for a term of 11.81 months is 14.62% per year. Assume continuous compounding to find 1) forward rate of interest for period 8.81 months to 11.81 months. 2)the spot rate of interest for period 0 to 8.81 months. 3) the current fair value of a 8.81-month zero coupon bond with $100 face

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