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Zero Coupon maturities: Maturity=1 year; yield to maturity=5% Maturity =2 years; yield to maturity=6% Maturity =3 years; yield to maturity =7% Maturity=4 years; yield to

Zero Coupon maturities:

Maturity=1 year; yield to maturity=5%

Maturity =2 years; yield to maturity=6%

Maturity =3 years; yield to maturity =7%

Maturity=4 years; yield to maturity =7.5%

Using the data above, what is the forward rate for year 4? (for the 12 months starting at the end of year 3)

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