Problem in Forecasting Interest Rates based on unblased expectations theory: These are the Spot rates today (July 9, 2020) for treasury securities. R1 - 296 R2 = 396 R3 = 496 R4 = 596 . Given this information, calculate one-year forward rate for a one-year loan beginning 7/9/21 and ending on 7/9/22 Calculate the two-year forward rate for a one-year loan beginning 7/9/22 and ending on 7/9/23 Calculate the three-year forward rate for a one-year loan beginning 7/9/23 and ending on 7/9/24 Calculate the two-year forward rate for a two-year loan beginning 7/9/22 and ending on 7/9/24