If you note the following yield curve in the Wall Street Journal, according to the unbiased expectations theory

A$.$ what is the one$-$year forward rate for the period beginning one year from today?

B$.$ what is the one$-$year forward rate for the period beginning two years from today?

Maturity

Yield

One year

$6\mathrm{.}0\%$

Two years

$7\mathrm{.}0$

Three years

$9\mathrm{.}0$