The yield curve for default$-$free zero$-$coupon bonds is currently as follows: Maturity $($years$)$ YTM $19\mathrm{.}3\%210\mathrm{.}3311\mathrm{.}3$ Required: a$.$ What are the implied one$-$year forward rates? $($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$