Problem 6-18 Spreadsheet Problem: Forecasting Interest Rates (LG6-8) On March 11, the existing or current (spot) 1-, 2-, 3-, and 4-year zero-coupon Treasury security rates were as follows: 1R1=0.55%,1R2=1.20%,1R3=1.60%,1R4=1.75% Using the unbiased expectations theory, calculate the 1-year forward rates on zero-coupon Treasury bonds for years 2,3 , and 4 as of March 11. Note: Do not round internediate calculations. Round your percentage answers to 2 decimal places (i.e., 0.1234 should be entered as 12.34)