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Say we have the following term structure for a 3-year period: 1-Year: 0.9% 2-Year: 3.7% 3-Year: 1.5% What is the 1-year rate in 2 years?

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Say we have the following term structure for a 3-year period: 1-Year: 0.9% 2-Year: 3.7% 3-Year: 1.5% What is the 1-year rate in 2 years? 0 -0.63% 02.71% 0 0.97% 0 -2.76%

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