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On March 11, 20XX, the existing or current (spot) one-year, two-year, three-year, and four-year zero-coupon Treasury security rates were as follows: 1R1 = 1.58%, 1R2 = 2.10 %, 1R3 = 2.34%, 1R4 = 2.45% Using the unbiased expectations theory, calculate the one-year forward rates on zero-coupon Treasury bonds for years two, three, and four as of March 11, 20XX. (Do not round intermediate calculations. Round your percentage answers to 2 decimal places. (e.g., 32.16)) Year 2 Year 3 Year 4 One-Year Forward Rates % % %

1R1=1.58x,1R2=2.10x,1H3=2.345,1R5=2.45x Using the unblased expectations theory, calculate the one-year forward rates on zero-coupon Treasury bonds for years two, three, and four as of March 11, 20XX. (Do not round intermediote calculations. Round your percentege answers to 2 decimal ploces. (e.g. 32.16) On March 11, 20XX, the existing or current (spot) one-year, two-year, three-year, and four-year zero-coupon Treasury security rates were as follows: 1R1=1.58x,1R2=2.10x,1R3=2.34x,1R4=2.45x Using the unbiased expectations theory, calculate the one-year forward rates on zero-coupon Treasury bonds for years two, three, and four as of March 11, 20XX. (Do not round intermediate colculations. Round your percentage answers to 2 decimal places. (e.g., 32.16))

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