Question 2 3 p Consider the following spot rate curve: 6-month spot rate: 5%. 12-month spot rate: 12%. 18-month spot rate: 13%. What is the forward rate for a 6-month zero coupon bond issued one year from today? Equivalently, the question asks for f1?, where 1 time period consists of 6 months. Remember, like spot rates, forward rates are expressed as bond-equivalent yields. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321