QUESTION 15 We observe the current Yield curve of US Treasury bond as follows: One-year T-bill's YTM is 2.1%, Two-year T-bond's YTM is 3.7%, Three-year T-bond's YTM is 4.5%. What is the expected future one-year rate in year 2 (forward rate)? 5.325% 4.157% O2.126% 06.119%