Question 6 A 20-year bond has a yield of 3% and a duration of 15. A 10-year bond has a yield of 2.5% and a duration of 8.8. What is implied 10-year interest rate in 10 years time? (ie, what is the 10-year into 10-year forward.) Please walk me through your logic. Question 6 A 20-year bond has a yield of 3% and a duration of 15. A 10-year bond has a yield of 2.5% and a duration of 8.8. What is implied 10-year interest rate in 10 years time? (ie, what is the 10-year into 10-year forward.) Please walk me through your logic