Let Pt be the price of a zero coupon bond that will pay $1 in t years (.e. t years to maturity), so Pt = (1 + it). Let Ik be the (k-1)-year forward rate for year k (i.e. the rate for the year from time k-1 to k). Which of the following expressions is equal to rk? O Pk Pk-1 0 . 1 Pk-1 None of these. O Pk-1 - PR Pk-1 Pk 1