13. The following is a list of prices for $100 par-value zero-coupon bonds of various maturities: o 1 year, $96.56 0 2 years, $92.48 0 3 years, $88.42 0 4 years, $84.65 (a) (4 points) Calculate the spot rate To; associated with each bond (b) (1 point) Draw the yield curve for these bonds (0) (3 points) Calculate the 1-year forward rates ft_1,t for t = 2,3,4 ) (d (2 points) If the expectations hypothesis of the term structure is true, What does the term structure say about expectations of future short rates