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Treasury Bill 1 Year rate (daily series): 0.21% Bond Yields (all daily series): 2 Year: 0.25% 3 Year: 0.25% 5 Year: 0.36% 7 Year: 0.39%

Treasury Bill 1 Year rate (daily series): 0.21%

Bond Yields (all daily series):

2 Year: 0.25%

3 Year: 0.25%

5 Year: 0.36%

7 Year: 0.39%

10 year: 0.57%image text in transcribed

Using the unbiased (pure) expectations theory with data from Q1.1, calculate the two-year forward rate for year 2, the three-year forward rate for year 3, and the two-year forward rate for year 6 (i.e. find 2f2, 3f3 & 6 f2). Express your answers in percentage form, rounded to 3 decimal places (eg 6.789%): 2f2: % 353: % 6f2: %

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