The current yield curve for default free zero coupon bonds is as follows:

Maturity (years)	Yield to Maturity
1	10%
2	11%
3	12%

Question:

1a) What is the two year forward rate, one year from today (ie the interest rate between years 1 and 3)?

1b) If you purchase a two year zero coupon bond now, what is the expected total rate of return over the next year? (You can assume that the par value is $100)

1c) If you purchase a three year zero coupon bond now, what is the expected total rate of return over the next year? (You can assume that the par value is $100)