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An investor collects the following information on U.S. zerocoupon government bonds. The yieldstomaturity are stated on a semiannual bond basis. Maturity YTM Price (per 100

An investor collects the following information on U.S. zerocoupon government bonds. The yieldstomaturity are stated on a semiannual bond basis.

Maturity YTM Price (per 100 of Par)
1 year 1.872% 98.154
3 year 2.058% 94.042
5 year 2.645% 87.688

The 2year forward rate 1 year from today (or 1y2y, as the curriculum would put it) is closest to:

Group of answer choices

a. 2.151%

b. 0.091%

c. 1.076%

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