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Suppose that the current one-year, two-year, three-year maturity T-bond rates are as follows: 1R1 = 6.00% 1R2 = 7.00% 1R3 = 8.00% Using the unbiased

Suppose that the current one-year, two-year, three-year maturity T-bond rates are as follows: 1R1 = 6.00% 1R2 = 7.00% 1R3 = 8.00% Using the unbiased expectations hypothesis, calculate the current implied forward rates 2f1, 3f1 for one-year Treasury securities

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