ences Mailings Review View Help The U.S. Treasury Yield (rates are in percent %) Curve for 2/24/21 is given below. The shape of the Yield Curve also tells us something about expectations for future interest rates https://www.treasury.gov/resource center/dato-chart-center/interest rates/Pages TextView aspx?data yield 15 0.13 0:34 040 14 Y EY 25 201 30 234 00 102 2000 Assuming today is 2/24/21. using Geometric Means. What is the Implied Forward interest rate for a one-year maturity government bond, two-years from today (1f)? (1+oR2)2 = (1+0R1) (1+ifi) then, solving for ifi. [(+R) [(1+0.0012) - 1= fi- (1+,R) (1+0.0008) -1= Also, what is the Implied Forward interest rate for a two-year maturity government bond three-vears from today (fa)? (1+oRs) = (1+oR) (1+ sf) then, solving for fi (1+R) f. = L, (1+R) -1 = 3 = Remember, in general, implied Forward interest rate for a N-year maturity government bond, t-years from Today is estimated by: (1+ Run )41 743 fx --La --1 (1+, R) a (hp