1. The following table shows yields to maturity of zero-coupon Treasury securities. a. Calculate the forward 1-year rate of interest for year 4 . b. Describe the conditions under which the calculated forward rate would be an unbiased estimate of the 1-year spot rate of interest for that year. c. Assume that a few months earlier, the forward 1-year rate for that year had been significantly lower than it is now. What factors could account for the increase in the forward rate