Question: Given on the table below, the 2-year implied spot rate is close to? show the calculations? Forward rate Value 1 year forward rate at time

Given on the table below, the 2-year implied spot rate is close to? show the calculations? Forward rate Value 1 year forward rate at time zero (1f0) 0.80% 1 year forward rate 1 year from now (1f1) 1.12%

1 year forward rate 2 year from now (1f2) 3.94%

1 year forward rate 3 year from now (1f3) 3.28%

1 year forward rate 4 year from now (1f4) 3.14%

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