Problem 6-19 Forecasting Interest Rates (LG6-8) You note the following yield curve in The Wall Street Journal. According to the unbiased expectations theory, what is the 1-year forward rate for the period beginning one year from today, 2f1? (Round your answer to 2 decimal places.) 3 Maturity One day One year Two years Three years Yield 2.80% 6.30 7.30 9.80 ces Forward rate %