Consider spot rates for three zero-coupon bonds: $S : r ( 1 ) = 3 \% , r ( 2 ) = 4 \% \text {, and } r ( 3 ) = 5 \% \text {. Which }$ statement is correct? The forward rate for a one-year loan beginning in one year will be:
A) less than the forward rate for a one-year loan beginning in two years.
B) greater than the forward rate for a two-year loan beginning in one year.
C) greater than the forward rate for a one-year loan beginning in two years.

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The Answer of Consider spot rates for three zero-coupon bonds: $S : r ( 1 ) = 3 \% , r ( 2 ) = 4 \% \text {, and } r ( 3 ) = 5 \% \text {. Which }$ statement is correct? The forward rate for a one-year loan beginning in one year will be:
A) less than the forward rate for a one-year loan beginning in two years.
B) greater than the forward rate for a two-year loan beginning in one year.
C) greater than the forward rate for a one-year loan beginning in two years.

Consider Spot Rates for Three Zero-Coupon Bonds S:r(1)=3%,r(2)=4%, and r(3)=5%. Which S : r ( 1 ) = 3 \% , r ( 2 ) = 4 \% \text {, and } r ( 3 ) = 5 \% \text {. Which }S:r(1)=3%,r(2)=4%, and r(3)=5%. Which

Consider Spot Rates for Three Zero-Coupon Bonds $S : r ( 1 ) = 3 \% , r ( 2 ) = 4 \% \text {, and } r ( 3 ) = 5 \% \text {. Which }$