Yet worth three points. Consider the following zero-coupon yield curve developed from current yields on risk free securities: Maturity (years) Zero-Coupon Yield 4.80% 5.00% 5.20% 5.509 5.80% The forward rate for year 4 (the forward rate quoted today for an investment that begins in three years and matures in four years) is closest to a. 5.35 b. 5.97% c. 1.38% d. 5.50% e. 6.40%