Question: The yield on three-year zero coupon bonds is equal to 3%. If the one-year spot rate is 1% and the forward rate starting a year

The yield on three-year zero coupon bonds is equal to 3%.

The yield on three-year zero coupon bonds is equal to 3%. If the one-year spot rate is 1% and the forward rate starting a year from now with a maturity of one year (i.e., the 1f1) is 1.5%, what is the forward rate starting two years from now with a maturity of one year (i.e., the 2f1)? Round your answer to the nearest percent. Assume annual computation as expressed here. 4.12% 6.59% 9.05% 3.02% There is not enough information to answer this

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