Which of the Below Equations Give the Forward Rate (F) $\frac{\left(1+z_{2}\right)^{2}}{\left(1+z_{1}\right)}-1$

Which of the below equations give the forward rate (f) for a six-month security if z₁ is the six-month spot rate and z₂ is the one-year spot rate?

A) f = $\frac{\left(1+z_{2}\right) ^{2}}{\left(1+z_{1}\right) }-1$
B) f = $\left(1+z_{2}\right) ^{2} \times\left(1+z_{1}\right) -1$

C) f = $\frac{\left(1+z_{1}\right) ^{2}}{\left(1+z_{2}\right) }-1$

D) f = $\frac{\left(1+z_{2}\right) }{\left(1+z_{1}\right) ^{2}}-1$