Problem#2 Part A: Suppose that in the fixed-income securities market, the current one-year spot interest rate is 4.000%.[That is, R0,1 = 4.00%] In addition, the current one-year forward rate one year from now [ 70. Mrkt, , ] is 6.000%. Then, as per the no-arbitrage principle, what is the theoretical value of the current two-year spot interest rate, per annum continuously compounded? In other words, what is the theoretical value of Ro.2 (RTHEO 0,2 )? 0 4.250% O 5.000% 0 2.000% 0 8.000% 0 4.759%