You note the following yield curve in The Wall Street Journal. According to the unbiased expectations theory, what is the one-year forward rate for the period beginning two years from today, 3f1?
Do not round intermediate calculations. Round your answer to 2 decimal places. (e. g., 32.16))
Maturity Yield
One day 1.10%
One year 1.62
Two years 1.86
Three years 1.97
One-year forward rate %
+4
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Home » Business » You note the following yield curve in The Wall Street Journal. According to the unbiased expectations theory, what is the one-year forward rate for the period beginning two years from today, 3f1? Do not round intermediate calculations.