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Question 17 1 pts One-, two-and three-year maturity, default-free, zero-coupon bonds have yields-to-maturity of 1%, 1.10% and 1.25% respectively. What is the implied one-year forward

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Question 17 1 pts One-, two-and three-year maturity, default-free, zero-coupon bonds have yields-to-maturity of 1%, 1.10% and 1.25% respectively. What is the implied one-year forward rate, two years from today? O 1.40% O 1.50% 1.55%. 1.35% O 1.45%

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