A 7-year zero-coupon bond carries an annual yield of 6.75% and a 6-year zero coupon bond carries an annual yield of 5.87%. Assume annual compounding. Calculate the 1 year forward rate 6 years from now.
  A.  6.31%
  B.  12.03%
  C.  12.19%
  D.  12.62%
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