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The following table shows yields to maturity of zero-coupon Treasury securities.
Term to Maturity (Years)
Yield to Maturity (%)
1
3.50%
2
4.50
3
5.00
4
5.50
5
6.00
10
6.60
a. Calculate the forward 1-year rate of interest for year 3.
b. Describe the conditions under which the calculated forward rate would be an unbiased estimate of the 1-year spot rate of interest for that year.
c. Assume that a few months earlier, the forward 1-year rate of interest for that year had been significantly higher than it is now. What factors could account for the decline in the forward rate?
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