The yield curve for default$-$free zero$-$coupon bonds is currently as follows:

$\backslash$table$[[$Maturity $($years$),$YTM$],[1,9\mathrm{.}16],[2,10\mathrm{.}1],[3,11\mathrm{.}1]]$

Required:

a$.$ What are the implied one$-$year forward rates?

Note: Do not round intermediate calculations. Round your answers to $2$ decimal places.

$\backslash$table$[[$Maturity $($years$),$YTM$,$Forward rate$],[1,9\mathrm{.}1\%,,],[2,10\mathrm{.}1\%,,\%$