$1.$ You are given the information below. $-$ The yield on a one$-$year Treasury zero$-$coupon bond is $5\mathrm{.}25\%.-$ The yield on a two$-$year Treasury zero is $5\mathrm{.}75\%.-$ The yield on a three$-$year Treasury zero is $6\mathrm{.}35\%.$ a$)$ Find the one$-$year forward rate that is expected to take effect one year from now. b$)$ Find the two$-$year forward rate that is expected to take effect one year from now.