Today's Forward Rate $f \left( t _ { 1 } , t _ { 2 } \right)$

Today's forward rate $f \left( t _ { 1 } , t _ { 2 } \right)$ for a period $\left( t _ { 1 } , t _ { 2 } \right)$ in the future ( $t _ { 1 } < t _ { 2 }$ ) is

A) Unknown until $t _ { 1 }$
)
B) Settled when we get to $t _ { 2 }$
)
C) Depends on the ytm of coupon bonds of maturities $t _ { 1 }$
And
$t _ { 2 }$
)
D) Depends on the ytm of zero-coupon bonds of maturities $t _ { 1 }$
And
$t _ { 2 }$
)