On June $4,2013,$ the existing or current $($spot$)$ one$-$year, two$-$year, three$-$year, and four$-$yezero$-$coupon Treasury security rates were as follows: R$1-0,156\%,$ R$2=0\mathrm{.}305\%,$ R$3=0\mathrm{.}499$R$4=0\mathrm{.}753\%.$ The one$-$year forward rates on zero$-$coupon Treasury bonds for year $3$ as of June $2013,$ was:A$)0\mathrm{.}454\%$B$)8\mathrm{.}88\%$C$0\mathrm{.}888\%$ D$)1\mathrm{.}519\%$E$)$ None of the above