Assume the current yield curve for default-free zero-coupon bonds is as follows:

Maturity (Years)	YTM (%)
1	5
2	6
3	7
4	8

Starting from year 4, the yield curve is flat at 8% for all the longer (longer than 4 years) maturities.

Based on the above yield curve, calculate & Answer

i). If you invest $100 today, what is the final wealth in the end of year 1, year 2, and year 3, respectively?

ii). What is the implied one-year forward rate starting at the beginning of year 1, year 2, and year 3, respectively?