Swap spreads: Assume the following term structure of risky and riskless interest rates

Swap spreads: Assume the following term structure of risky and riskless interest rates
(all rates are annually compounded, annual rates):
Year Riskless (%) Risky (%)
1 6.91 7.33
2 7.00 7.40
3 7.15 7.59
4 7.22 7.63
5 7.29 7.70
6 7.33 7.75
7 7.35 7.79
8 7.38 7.85
9 7.40 7.90
10 7.40 7.93
Further assume that securities (zero-coupon bonds) for both types exist and can be
bought or sold short at these rates.
(a) Compute the 1–year forward rates between each maturity for both term-structures.
(b) Swap 1 is a 10–year fixed-for-floating swap for riskless counterparties using the
riskless 1–year floating rate, and swap 2 is a 10-year fixed–for–floating swap for
risky counterparties using the risky 1–year floating rate. Compute the swap spread
for swap 2. Note that The swap spread for a swap contract is its swap rate minus
the riskless swap rate. So you need to compute the fair (par)rates for both swaps