25 pts) Consider the spot curve for hypothetical annual-coupon U.S. Treasury securities given in the table below (only the first 5 years of the curve are provided). Calculate the missing one-year forward rates f(T*,1) indicated by ???? and add them to the table. Show your work for all calculations in the space below the table.

Year	Spot Rate (%)	Forward Rate (%)
1.0	5.50	5.50
2.0	6.02	????
3.0	6.55	????
4.0	6.87	????
5.0	7.20	????