Question: On March 11, the existing or current (spot) 1-, 2-, 3-, and 4-year zerocoupon Treasury security rates were as follows: 1R1=0.65%,1R2=1.25%,1R3=1.65%,1R4=1.80% Using the unbiased expectations

On March 11, the existing or current (spot) 1-, 2-, 3-,

On March 11, the existing or current (spot) 1-, 2-, 3-, and 4-year zerocoupon Treasury security rates were as follows: 1R1=0.65%,1R2=1.25%,1R3=1.65%,1R4=1.80% Using the unbiased expectations theory, calculate the 1-year forward rates on zero-coupon Treasury bonds for years 2, 3, and 4 as of March 11. (Do not round intermediate calculations. Round your answers to 2 decimal places.)

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