To find the 1-year forward rate starting 2 years from now (denoted as $F_{2,3}$), we use the zero spot rates for year 2 ($R_2$) and year 3 ($R_3$). Assuming continuous compounding (as is standard unless otherwise stated): $F_{2,3} = \frac{R_3 \times T_3 - R_2 \times T_2}{T_3 - T_2}$ Given $R_2 = 6.0\%$, $T_2 = 2$, $R_3 = 8.4\%$, and $T_3 = 3$: $F_{2,3} = \frac{0.084 \times 3 - 0.060 \times 2}{3 - 2} = \frac{0.252 - 0.120}{1} = 0.132$ So, the forward rate is 13.2%.