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One, two, and three-year maturity, default-free, zero coupon bonds have yields to maturity of 10%, 114, and 12%, respectively. What is the implied 1. year

One, two, and three-year maturity, default-free, zero coupon bonds have yields to maturity of 10%, 114, and 12%, respectively. What is the implied 1. year forward rate 1 year from today? (Show your work) TTT Arial 3 (120) T.EE

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