Can someone show me how to calculate the YTM and For rates for these. I have the answers below but I don't know how they were figured out.

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.

b. Calculate the forward rate for (i) the second year; (ii) the third year; (iii) the fourth year.

Maturity (years)Price of Bond

1$943.40

2898.47

3847.62

4792.16

[Y=6% , Y= 5.5%, Y= 5.67% , Y=6%]->

f = 6%,f= 5%,f=6%,f=7%