Assume that coupons for $100 face value riskfree bonds are paid once a year \begin{tabular}{|l|r|r|r|r|r|r|} \hline Maturity & Price & Coupon & YTM & Spot rate & \multicolumn{2}{c|}{ Forward rat Par rate } \\ \hline 1 year & 99.67 & 2.00% & 2.3377% & 2.3377% & & 2.0000% \\ \hline 2 years & 99.61 & 2.20% & 2.4021% & 2.4028% & 2.4679% & 2.1985% \\ \hline \end{tabular} Assume that coupons for $100 face value riskfree bonds are paid once a year \begin{tabular}{|l|r|r|r|r|r|r|} \hline Maturity & Price & Coupon & YTM & Spot rate & \multicolumn{2}{c|}{ Forward rat Par rate } \\ \hline 1 year & 99.67 & 2.00% & 2.3377% & 2.3377% & & 2.0000% \\ \hline 2 years & 99.61 & 2.20% & 2.4021% & 2.4028% & 2.4679% & 2.1985% \\ \hline \end{tabular}