Question: Question 1 (1 point) One-, two-, and three-year maturity, default-free, zero-coupon bonds have yields to maturity of 6.4%, 7.4%, and 8.8%, respectively. What is the

Question 1 (1 point) One-, two-, and three-year maturity, default-free, zero-coupon bonds have yields to maturity of 6.4%, 7.4%, and 8.8%, respectively. What is the implied 1- year forward rate 1 year from today? (please use or round to 4 decimal places, for example, if your answer is 6.9832%, enter 0.0698) Your Answer: Answer Hide hint for Question 1 1 year forward rate (or the future 1 year rate one year from now) =(1+two-year rate)^2/(1+one-year rate) - 1

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