Question 8 4 pts Consider the following spot rate curve for the next 2 questions: 6-month spot rate: 5%. . 12-month spot rate: 11% 18-month spot rate: 14%. What is the forward rate for a 6-month zero coupon bond issued one year from today? Equivalently, the question asks for fi2, where 1 time period consists of 6 months. All rates are compounded semi-annually. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. Hint: Locking in the 18-month rate today should produce the same return as locking in the 12-month rate first, and then investing the proceeds in a 6-month zero coupon bond issued one year fromm today