Bond prices and the yield curve

The table below shows the term structure of the zero-coupon, risk-free, interest rates. -----------------------------------------------------------

Term Zero yield (years) yield (%) -----------------------------------------------------------------

1 5.60 2 6.00 3 6.25 4 6.40 ----------------------------------------------------------- In the choices below, the forward rate from year k to year k+1 denotes the one-year interest rate from year k to year k+1 that is consistent with the yield curve above. Which of these choices is correct?

A. The forward rate from year 2 to year 3 is 6.08%. B. The forward rate from year 2 to year 3 is 8.10%. C. The forward rate from year 2 to year 3 is 6.75%. D. The forward rate from year 2 to year 3 is 4.73%.