做题时遇到这道题，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%.calculate the 1 year forward rate 6years from now.assume annual compounding. 我的算法是，
(6.75%*7-5.87%*6)/(7-6)=12.03%,但是答案是1.0675的7次方除以1.0587的6次方，等于0.1219。不是太明白，请大侠指教。谢谢