5. Suppose you observe the following zero-coupon bond prices for a bond that pays $1 at maturity. Calculate the bond yields and the one-year implied forward rate for each year. Show your answers to at least 3 decimal places. 1 + Zero-Coupon Bond Price One-Year Implied Forward Rate Years to Maturity 1 2 3 4 5 Zero-Coupon Bond Yield 0.030 0.035 0.040 0.045 0.050 25 29 30 31 32 33 34 35 36 37 38 39 30 41