**I see that someone answered this twice, but can someone please put the code that I would type in as a formula please. for both of them.

Assume the current interest rate on a 1-year Treasury bond (R,) is 6.50 percent, the current rate on a 2-year Treasury bond (R2) is 7.25 percent, and the current rate on a 3-year Treasury bond R3) is 8.50 percent. If the unbiased expectations theory of the term structure of interest rates is correct, what is the 1-year forward rate expected on Treasury bills during year 3, af,? (Do not round intermediate calculations. Round your answer to 2 decimal places.) 1 R1 R2 R3 6.50% 7.25% 8.50% Complete the following analysis. Do not hard code values in your calculations