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An investor is considering buying either a two-year bond or two consecutive one-year bonds. The two-year bond has a current price of f100 and coupon of 4. While teh one yearyear bond has a current price of {100 and a coupon of 8. What is the forward rate of a one-year bond in a oneyear time (i e. held during the seond year of the two-year period? Insert your answer in percentage mith two decimal points (c.e. if you answer in 10.568%, insert 10.57 )