The interest rate for a single cash flow in one-year is r1 = 2.67%, the (APR) interest rate for a single cash flow in two years is 2.89%, the (APR) interest rate for a single cash flow in three years is 2.95%. The (APR) interest rate for a single cash flow in five years is 3.01% and a single cash flow in 10 years is 3.20%. Let kFj be the forward interest rate today for a security that starts k period in the future and matures in period j (has maturity of j k periods). a. Using the expectation theory of the term structure, what are the one year forward rates for years 2 and 3 (1F2 and 2F3)? b. If 3F4 is 3.07%, what would the spot rate today have to be for a single cash flow in 4 years? c. Given the information above, what is the 5 year ahead forecast of the rate for 5 years, 5F10?