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Consider the following zero coupon bonds: Bond Yrs to Mat. Yield to Maturity 0.0433 0.046 0.0495 0.0511 0.0531 0.0555 TOUJO 4 a b C d

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Consider the following zero coupon bonds: Bond Yrs to Mat. Yield to Maturity 0.0433 0.046 0.0495 0.0511 0.0531 0.0555 TOUJO 4 a b C d e f 1 2 3 4 5 6 What is the one year forward rate starting at the end of year 1 0.0518 0.0456 0.0473 0.0502 O 0.0487

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