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Suppose you observe the following zero-coupon bond prices per $1 of maturity payment: 0.96376 (1-year), 0.92491 (2-year), 0.88135 (3-year). Compute r 0(2,3), the 1-year implied

Suppose you observe the following zero-coupon bond prices per $1 of maturity payment: 0.96376 (1-year), 0.92491 (2-year), 0.88135 (3-year). Compute r 0(2,3), the 1-year implied forward rate for year 3. a. 9.35% b. 4.01% c. 4.94% d. 5.13% e. 6.43%

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