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Assume the following spot rates: 1yr Spot 2yrs spot 3yrs spot 4yrs spot 5yrs spot 2.00% 2.50% 3.00% 3.30% 3.75% What is the expected 1

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Assume the following spot rates: 1yr Spot 2yrs spot 3yrs spot 4yrs spot 5yrs spot 2.00% 2.50% 3.00% 3.30% 3.75% What is the expected 1 year rate in 2 years time (F2-3)

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