A bond trader relies on the current zero-coupon bond rates to compute forward rates, which are future interest rates implied by the existing term structure. The trader has gathered data on the continuously compounded zero rates for different maturities, as shown in the table below:

Maturity in years	Zero rate (%)
1	1.50
2	2.00
3	2.50
4	3.00
5	3.50

Using this information, calculate the approximate 2-year forward rate that will commence in 3 years.