Suppose you have the following information on U$.$S$.$ treasury bonds $($assume annual coupons paid and a face value of $$100)$:

What is the year $1$ to year $2$ forward rate $($hint: use the spot rates from the previous problem$)?$

Select one:

a$.6\mathrm{.}06\%$

b$.0\mathrm{.}45\%$

c$.0\mathrm{.}19\%$

d$.2\mathrm{.}00\%$