Question 24 (3.7 points) Suppose the two year interest rate (i.e., the two-year zero coupon yield) is 6% per annum compounded annually, and the three year interest rate (i.e., the two-year zero coupon yield) is 8% per annum compounded annually), what is the implied forward rate from year 2 to year 3? 10.04% 2.00% 18.87% 12.11%