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One-, two- and three-year maturity, default-free, zero-coupon bonds have yields-to-maturity of 1%, 1.10% and 1.25% respectively. What is the implied one-year forward rate, two years

One-, two- and three-year maturity, default-free, zero-coupon bonds have yields-to-maturity of 1%, 1.10% and 1.25% respectively. What is the implied one-year forward rate, two years from today?

Group of answer choices

1.40%.

1.35%.

1.50%.

1.45%.

1.55%.

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