The term structure shows the following Treasury spot rates: Maturity in years 1 2 3 4...

The term structure shows the following Treasury spot rates: Maturity in years 1 2 3 4 5 Spot Rate in % 0.6 1.1 1.6 1.9 2.6 Attempt 1/10 for 10 pts. Part 1 What is the implied 1-year forward rate one year from now? 4+ decimals Attempt 1/10 for 10 pts. Part 2 What is the implied 1-year forward rate two years from now? 4+ decimals Attempt 1/10 for 10 pts. Part 3 What is the implied 1-year forward rate three years from now? 4+ decimals Attempt 1/10 for 10 pts. Part 4 What is the implied 1-year forward rate four years from now? 3+ decimals

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