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1R1=0.608,1R2=1.208,1R3=1.608,1R4=1.758 Using the unbiased expectations theory, calculate the 1-year forward rates on zero-coupon Treasury bonds for years 2,3, and 4 as of March 11. (Do

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1R1=0.608,1R2=1.208,1R3=1.608,1R4=1.758 Using the unbiased expectations theory, calculate the 1-year forward rates on zero-coupon Treasury bonds for years 2,3, and 4 as of March 11. (Do not round intermediate calculations. Round your answers to 2 decimal places.)

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