Based on the following yield curve, what is the implied three-year forward rate in two years (i.e
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Based on the following yield curve, what is the implied three-year forward rate in two years (i.e what is the rate you expect to earn if you purchase a three-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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