Assume that you just bought a $5-$year bond that pays interest annually of $$80$ each year and will mature for $$1,000.$ Also assume that you have been given the $1-$year, implied forward rates for each of the next $5$ years that are listed below. Given this information, determine the yield$-$to$-$maturity for this bond.

$\backslash$table$[[$Year$,1-$year Rate,Cash Flow$],[1,6\mathrm{.}00\%,$$$80$