Forward rates on zero coupon treasury bonds

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Reference no: EM131909345

On March 11, 20XX, the existing or current (spot) 1-, 2-, 3-, and 4-year zero coupon Treasury security rates were as follows: 1R1 = 0.65%, 1R2 = 1.30%, 1R3 = 1.70%, 1R4 = 1.85% Using the unbiased expectations theory, calculate the 1-year forward rates on zero coupon Treasury bonds for years 2, 3, and 4 as of March 11, 20XX. (Do not round intermediate calculations. Round your final answer to 2 decimal places.)

Reference no: EM131909345

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