Assume today is 12/31/2022 and you observe this yield curve. Maturity Spot 1 3.75% 2 3.88% 3

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Question:

Assume today is 12/31/2022 and you observe this yield curve.

Maturity	Spot
1	3.75%
2	3.88%
3	3.95%
4	4.00%
5	4.13%
6	4.50%

Replicate the 6-year bond with 2 3-year bonds. In other words, instead of buying the 6-year bond earning 4.5% interest, I want to buy one 3-year bond paying 3.95% interest and another 3-year bond. What would be the rate for that 3-year bond starting 3 years from now? You need to calculate the Forward rate F_3x6

Please enter your answer in decimal format and up to 3 decimal places. For example, if your answer is 6.05%, enter .061