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1R1=1.14%,1R2=1.664,11R3=1.904,11R4=2.014 Using the unbiased expectations theory, calculate the one-year forward rates on zero-coupon Treasury bonds for years two, three, and four as of March 11,

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1R1=1.14%,1R2=1.664,11R3=1.904,11R4=2.014 Using the unbiased expectations theory, calculate the one-year forward rates on zero-coupon Treasury bonds for years two, three, and four as of March 11, 20XX. (Do not round intermediate calculations. Round your percentage answers to 2 decimal places. (e.g.* 32.16j

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