Use the Table for the Question(s)below

Multiple Choice

Use the table for the question(s) below.
Consider the following zero-coupon yields on default-free securities:
-The forward rate for year 3 (the forward rate quoted today for an investment that begins in two years and matures in three years) is closest to:

A) 4.5%.
B) 5.0%.
C) 5.2%.
D) 4.6%.