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2. The following is a list of YTM of zero coupon bonds with different time to maturities. (7 points) Maturity (in years) YTM (%) 3.5 4.5 4 5.5 10 6.6 a) Using the information above, calculate the forward rate three years from now. (4 points) b) Describe the conditions under which the calculated forward rate would be an unbiased estimate (i.c., good prediction) of the one-year short rate for that year? (3 points) 2. The following is a list of YTM of zero coupon bonds with different time to maturities. (7 points) Maturity (in years) YTM (%) 3.5 4.5 4 5.5 10 6.6 a) Using the information above, calculate the forward rate three years from now. (4 points) b) Describe the conditions under which the calculated forward rate would be an unbiased estimate (i.c., good prediction) of the one-year short rate for that year? (3 points)