Hi I've been working on a finance review for my exam and I can't seem to figure this question out hope someone can shed some light.

In the table below you find prices on zero coupon bonds with j years to maturity.
j 1 2 3 4
Bj 95 90 84 78

a) You need to borrow $100 million in two years. Since you are uncertain about future interest rates, you want to get into a forward contract to borrow$100 million two years from now for two years in the form of a discount loan. How would you construct such a forward contract?

b) How can you calculate the duration of a bond that pays \$10 next year as well as every year after that in perpetuity? Explain.

Any help or first steps would be appreciated!