The existing or current one-, two-, and three-year zero coupon Treasury security rates were as follows: ₁R₁ = 0.80 percent ₁R₂ = 1.26 percent ₁R₃ = 1.85 percent Using the unbiased expectations theory, what would the one-year forward rates on zero coupon Treasury bonds be for two and three years, respectively?

A. Two years = 2.14 percent; three years = 2.56 percent

B. Two years = 3.65 percent; three years = 2.12 percent

C. Two years = 2.25 percent; three years = 4.10 percent

D. Two years = 1.72 percent; three years = 3.04 percent