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You have the following zero-coupon bonds: Years to Bond Yield to Maturity Maturity A 1 6.00% B 2 5.50% 3 5.00% D 4 4.50% Calculate

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You have the following zero-coupon bonds: Years to Bond Yield to Maturity Maturity A 1 6.00% B 2 5.50% 3 5.00% D 4 4.50% Calculate the expected 1-year interest rate 3 years from now (i.e., the 1-year interest rate at the beginning of year 4)

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