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One-year and two-year maturity, default-free, zero-coupon bonds he yields-to-maturity of 7% and 8% respectively. What is the implied one-year forward rate, one year from today?

One-year and two-year maturity, default-free, zero-coupon bonds he yields-to-maturity of 7% and 8% respectively. What is the implied one-year forward rate, one year from today? I also need to know how to work the

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