QUESTION 7 Based on the data in the table, calculate the implied forward one-year rate of interest three years from now (t=0) (i.e. compute the expected interest rate between the end of year three and the start of year four). Yields to maturity of U.S. Treasury securities as of today is as follows: Term to Maturity (Years) Yield to Maturity 1 1% 2 2% 3 2.5% 4 3% 5 4% 10 5% 0.020 0.045 0.055 0.060 0.080