$As$ a junior financial analyst $at$ Citibank bond trading desk, John $is$ analyzing the forward rate using the information from zero coupon bonds. Suppose $3$ year zero coupon bond $is$ priced $at$ $$880$ and $4$ year zero coupon bond $is$ priced $at$ $$850.$

Choose all correct answers. Please note that each incorrect answer will reduce the score $by10\%.$

The $3$ year zero coupon bond which $is$ priced $at$ $$880$ will have a $YTMof6\%.$

The $4$ year zero coupon bond which $is$ priced $at$ $$850$ will have a $YTMof5\%$

The forward rate from year $3to4is2\mathrm{.}04\%$

The $3$ year zero coupon bond which $is$ priced $at$ $$880$ will have a $YTMof7\%.$

The $3$ year zero coupon bond which $is$ priced $at$ $$880$ will have a $YTMof8\%.$

The $4$ year zero coupon bond which $is$ priced $at$ $$850$ will have a $YTMof6\%$

The $4$ year zero coupon bond which $is$ priced $at$ $$850$ will have a $YTMof7\%$

The forward rate from year $3to4is3\mathrm{.}04\%$

The forward rate from year $3to4is4\mathrm{.}04\%$

The $3$ year zero coupon bond which $is$ priced $at$ $$880$ will have a $YTMof4\mathrm{.}35\%$

The $4$ year zero coupon bond which $is$ priced $at$ $$850$ will have a $YTMof4\mathrm{.}14\%$

The forward rate from year $3to4is3\mathrm{.}53\%$