only need help with #9

Consider two $1000 par treasury bonds that are zero-coupon: (i) a 1-year bond with a yield to maturity of 3%; (ii) a 2-year bond with a yield to maturity of 4%. 8. The yield curve is: A) Upward sloping B) Downward sloping C) Flat 9. What is the 1-year forward rate (f1,2) based on the expectations model? In other words, what is the expected 1-year rate starting in one year from now and going one year? (to the nearest whole percent) A) 1% B) 3% C) 4% D) 5% E) 6%