Consider the following spot rate curve: - 6-month spot rate: 7%. - 12-month spot rate: 10%. - 18 -month spot rate: 14%. What is the forward rate for a 6-month zero coupon bond issued one year from today? Equivalently, the question asks for f12, where 1 time period consists of 6 months. Remember, like spot rates, forward rates are expressed as bondequivalent yields. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321