Can you check my answers on part a please? and just do the two year maturity on part b and show work. Thank you!

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.) Maturity (Years) Price of Bond YTM 1 $ 980.90 2 $ 914.97 1.95 % 9.29% 18.61 % 3 $ 843.12 4 $ 771.76 29.57 % 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 $ 980.90 914.97 843.12 771.76 3 4 Maturity (Years) Price of Bond Forward Rate 2 $ 914.97 % 3 $ % 843.12 771.76 4 $ %