Question: On March 11, the existing or current (spot) 1-, 2-, 3-, and 4-year zero-coupon Treasury security rates were as follows: 1R1 0.70%, 1R2 1.35 %,

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 zero-coupon Treasury security rates were as follows: 1R1 0.70%, 1R2 1.35 %, 1R3 1.75% , 1R4 = 1.90 % 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.) Years Forward rates 2 3 4 ( Prev 8 of 9 Next> earch

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