The current yield curve for default-free zero-coupon bonds is as follows: Maturity (years) YTM 1 10% 2 11% 3 12% a. What are the implied one-year forward rates for years 2 and 3? b. What would be the shape of the yield curve according to the Expectations hypothesis? C. If you believe in the liquidity preference theory, what would be your guess as to the upper limit on the short-term interest rate expected for the third year