Question: 2 . The yield on a one - year Treasury zero is 5 . 6 % . If the one - year forward rate to

2. The yield on a one-year Treasury zero is 5.6%. If the one-year forward rate to take effect one year from now is 6.4%, and if the one-year forward rate to take effect two years from now is 6.1%, what is the equivalent three-year Treasury zero rate?

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