4. Rolling down the yield curve. Comader the following yield curve Assume that the yields are Effective Annual Yickk. Zero coupon bond yields Maturity 3 Moath 6 Month 2 Year 3 Year 3 Year 10 Year 30 Year Yield ( ) 1.79 2.07 254 279 132 407 483 (a) Calculate the of - one year forwied tale from year 2 to year 3. (b) Implement a "rolling down the yield curve" strategy by purchasing a 2 year zero coupon boad, and selling it 6 months prior to expiration. Assuming dint the yield curve reemles the same for the next 1.5 years, what is the retum using this simtegy