We consider the following decreasing zero-coupon yield curve: Maturity (years) R(0, t) (%) Maturity (years) R(0, t) (%) 1 7.000 6 6.250 2 6.800 7 6.200 3 6.620 8 6.160 4 6.460 9 6.125 5 6.330 10 6.100 where R(0, t) is the zero-coupon rate at date 0 with maturity t. 1. Compute the par yield curve. 2. Compute the forward yield curve in one year