Zero-Coupon Bond Prices Are Given by B(0,T ),Where 0 Is

Zero-coupon bond prices are given by B(0,T ) ,where 0 is today,and T (measured in years) is the bond's maturity date.
-Considering the time interval from 1 year to 1.5 years,the simple forward rate is given by:

A) 0.041667
B) 0.043478
C) 0.042588
D) 0.042553
E) None of these answers are correct.