Which of the following statements is false with respect with a yield to maturity, spot rate. forward rale, and short-term interest rate?

A)The yield to maturity on a zero-coupon bond is the same as the spot rate between today and the maturity of that bonds B)Forward rates can be used as proxies for future short-term interest rates differently due to different hypotheses C)forward rales are calculated from the spot rates D)The short-term interest rates are the same as the spot rates