The current yield curve for default-free zero-coupon bonds is as follows: Maturity (years) YTM 1 4.4% 2 6.1% 3 7.4 % What are the implied one-year forward rates? (Do not round intermediate calculations, Round your answers to 2 decimal places.) O A 2.95% 7.83 B. C. 8.15% 9.91%