Calculating forward rates for zero-coupon bonds. Help on part B PLEASE!

The following is a list of prices for zero-coupon bonds of various maturities. a. Calculate the yield to maturity for a bond with a maturity of (i) one year; (ii) two years; (iii) three years; (iv) four years. Assume annual coupon payments. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Answer is complete and correct. Maturity (Years) Price of Bond YTM 1 $ 950.90 5.16% 5.41 % 2 $ 899.97 3 $ 877.62 4.45% 4 $ 785.26 6.23% b. Calculate the forward rate for (i) the second year; (ii) the third year; (iii) the fourth year. Assume annual coupon payments. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Maturity (years) 1 2 Price of Bond $ 950.90 899.97 877.62 785.26 Answer is not complete. Price of Bond Forward Rate Maturity (Years) 2 $ 899.97 5.67% 3 $ % 877.62 785.26 4 S %