10. Consider the following yield curve: Assume that the yields are Effective Annual Yields. Zero coupon bond yields Maturity 3 Month 6 Month 2 Year 3 Year 5 Year 10 Year 30 Year Yield (%) 1.79 2.07 2.58 2.79 3 .32 4.07 4.83 (a) Calculate the 2f1 -- one year forward rate from year 2 to year 3