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Based on the following yield curve, what is the implied one-year forward rate in two years (i.e what is the rate you expect to earn
Based on the following yield curve, what is the implied one-year forward rate in two years (i.e what is the rate you expect to earn if you purchase a one-year Treasury security in two years)?
Treasuries (maturity) | Yield (%) |
1-year | 0.25% |
2-year | 0.61% |
3-year | 1.02% |
4-year | 1.10% |
5-year | 1.45% |
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