Suppose that there are two zero-coupon bonds in the market: bond A and bond B. Bond A has 1-year to maturity, trading at a price of 95.2381 and yields 5%. Bond B has 2-year to maturity, trading at a price of 88.9996 and yields 6%. How much is the roll down of bond B in one year? If 1-year rate is 5% and 2-year rate is 7%, what is f 1*2 year forward rate?