Forward Rates / Implied Forward Rates for Level 2

I am looking at schwesser qbank #88066 The question asks us to compute implied forward rates. I know we had to compute forward rates for Level 1, but I totally forgot how to compute forward rates. Is there an actual LOS that requires us to know (and compute ) forward rates for Level 2? Thanks.

maybe not a LOS - but something shows up regularly in the FI chapter on Term structure of interest rates.

I know this is a super long shot, but does somebody have notes or a quick summary on how to compute forward rates? I remember spending hours learning the stuff, but I totally forgot how. Seriously, anything helps. Thanks

Stalla has a refresher on this in their KB. Available to everyone, definitely worth reading before you dive into the problems. I link to it on the blog

Just in case that link doesn’t work, here’s another. Level II - Review of Par, Spot and Forwards Rates

thanks for the responses