Question: The current yield curve for the default-free zero coupon bonds is as follows: Maturity (years) YTM(%) 1 10% 2 11% The implied 1-year forward rate

The current yield curve for the default-free zero coupon bonds is as follows: Maturity (years) YTM(%) 1 10% 2 11% The implied 1-year forward rate is

a. 10.05% b. 11.55% c. 12.01% d. 13.07%

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