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Maturity YTM 1 4 2 5 3 6 The maturities and yields of three zero-coupon bonds are as follows What is the forward rate for

Maturity YTM
1 4
2 5
3 6

The maturities and yields of three zero-coupon bonds are as follows What is the forward rate for year 2, that is, the 1-year rate one year from now? Please express your answer in percent rounded to the nearest basis point.

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