Forward rates and the term premium

Annual-compounding zero yields are 1y 5.60%, 2y 6.00% and 3y 6.30% (assumption). (a) Compute the one-year forward rates $f_{1,2}$ and $f_{2,3}$. (b) If the two-year term premium is 20 bp in the sense of (11.14a), applied to the forward, what one-year rate does the market expect a year from now? (c) Explain why an upward-sloping curve does not by itself mean the market expects the RBI to hike.